+125.7%
VMC vs PHM
+670.5%
-544.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -4.1% | +2.9% | +0.4% |
| 30D | +15.5% | +16.1% | -0.7% | +8.6% |
| 3M | +0.6% | -2.5% | +3.1% | +1.4% |
| 6M | +2.1% | +12.9% | -10.8% | -3.0% |
| YTD | -1.6% | +9.0% | -10.6% | -5.4% |
| 1Y | -1.2% | +8.2% | -9.3% | -5.0% |
| 3Y | +35.3% | +58.4% | -23.1% | +8.3% |
| 5Y | +43.6% | +159.2% | -115.6% | -9.0% |
| All | +125.7% | +670.5% | -544.8% | -14.8% |
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