+143.6%
VMC vs PHM
+557.7%
-414.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -3.7% | -6.4% | +2.7% | -1.1% |
| 30D | -12.8% | -12.1% | -0.7% | -8.2% |
| 3M | -7.9% | -1.5% | -6.4% | -7.4% |
| 6M | -7.5% | -6.0% | -1.5% | -5.5% |
| YTD | -11.6% | -0.3% | -11.3% | -11.9% |
| 1Y | -14.3% | -13.3% | -0.9% | -10.0% |
| 3Y | +18.5% | +47.6% | -29.1% | -2.4% |
| 5Y | +46.8% | +154.7% | -108.0% | -6.1% |
| All | +143.6% | +557.7% | -414.0% | +1.1% |
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