+2,072.9%
VGT vs PH
+3,667.1%
-1,594.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.5% | +4.3% | -1.9% | +0.4% |
| 30D | -9.5% | +0.1% | -9.6% | -9.7% |
| 3M | -9.5% | -9.4% | -0.1% | -5.4% |
| 6M | -1.8% | +8.8% | -10.5% | -6.4% |
| YTD | +18.4% | +9.6% | +8.8% | +11.6% |
| 1Y | +18.7% | +14.4% | +4.3% | +9.6% |
| 3Y | +103.8% | +134.5% | -30.7% | +31.0% |
| 5Y | +104.4% | +204.4% | -100.1% | +14.1% |
| 10Y | +716.9% | +697.3% | +19.6% | +164.4% |
| All | +2,072.9% | +3,667.1% | -1,594.2% | +191.9% |
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