+800.0%
VGT vs PHM
+568.1%
+231.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -0.2% | -5.0% | +4.8% | +1.4% |
| 30D | -0.4% | -8.4% | +8.0% | +2.2% |
| 3M | +4.4% | -4.4% | +8.9% | +5.2% |
| 6M | +32.1% | -3.7% | +35.8% | +32.3% |
| YTD | +28.8% | +1.3% | +27.5% | +26.2% |
| 1Y | +35.3% | -14.0% | +49.4% | +39.3% |
| 3Y | +124.8% | +48.1% | +76.6% | +85.4% |
| 5Y | +137.9% | +158.8% | -20.9% | +57.5% |
| All | +800.0% | +568.1% | +231.8% | +351.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling