+2,263.1%
VGT vs PHM
+582.9%
+1,680.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +1.8% | -2.5% | +4.3% | +2.5% |
| 30D | -0.3% | -9.7% | +9.3% | +2.1% |
| 3M | +3.4% | +2.2% | +1.1% | +2.3% |
| 6M | +35.0% | -5.7% | +40.7% | +35.9% |
| YTD | +28.8% | +2.8% | +25.9% | +26.4% |
| 1Y | +38.0% | -14.4% | +52.4% | +41.3% |
| 3Y | +125.8% | +52.2% | +73.6% | +95.7% |
| 5Y | +134.7% | +154.3% | -19.5% | +76.7% |
| 10Y | +792.6% | +545.9% | +246.7% | +414.8% |
| All | +2,263.1% | +582.9% | +1,680.1% | +908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling