+2,267.4%
VGT vs PH
+3,686.4%
-1,419.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.0% | -3.1% | +4.1% | +2.5% |
| 30D | +1.3% | -3.2% | +4.5% | +2.6% |
| 3M | -1.1% | +10.6% | -11.7% | -6.3% |
| 6M | +32.6% | -2.1% | +34.8% | +32.6% |
| YTD | +29.0% | +10.2% | +18.8% | +21.6% |
| 1Y | +39.7% | +28.2% | +11.5% | +21.8% |
| 3Y | +120.9% | +134.9% | -14.0% | +41.6% |
| 5Y | +133.6% | +253.6% | -120.1% | +21.5% |
| 10Y | +792.6% | +804.7% | -12.2% | +171.8% |
| All | +2,267.4% | +3,686.4% | -1,419.1% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 all: compounded portfolio wealth divided by compounded PH 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…
all analysis · Full analysis span regression · 6 months rolling