-44.6%
VG vs PHM
+10.7%
-55.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +14.0% | -4.1% | +18.1% | +12.5% |
| 30D | -1.0% | +16.1% | -17.1% | +4.0% |
| 3M | -2.7% | -2.5% | -0.2% | -2.4% |
| 6M | +1.5% | +12.9% | -11.4% | +4.7% |
| YTD | +93.7% | +9.0% | +84.7% | +96.4% |
| 1Y | +68.5% | +8.2% | +60.4% | +70.6% |
| All | -44.6% | +10.7% | -55.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling