-44.1%
VG vs PHM
+10.6%
-54.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +4.1% |
| 7D | +15.1% | -6.1% | +21.2% | +12.9% |
| 30D | -4.2% | +13.7% | -17.9% | 0.0% |
| 3M | -3.1% | -1.5% | -1.6% | -2.5% |
| 6M | +0.3% | +11.3% | -10.9% | +3.4% |
| YTD | +95.5% | +8.9% | +86.6% | +98.1% |
| 1Y | +64.4% | +6.1% | +58.3% | +67.1% |
| All | -44.1% | +10.6% | -54.7% | -48.7% |
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