+3,227.9%
VMC vs PHM
+11,456.8%
-8,228.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -4.3% | -3.2% | -1.1% | -3.4% |
| 30D | -8.2% | -6.4% | -1.8% | -6.4% |
| 3M | -7.0% | +5.5% | -12.5% | -8.5% |
| 6M | -10.8% | -5.4% | -5.3% | -9.4% |
| YTD | -7.4% | +6.6% | -14.0% | -9.3% |
| 1Y | -9.5% | -8.8% | -0.6% | -7.4% |
| 3Y | +20.5% | +54.1% | -33.6% | +3.2% |
| 5Y | +51.6% | +144.5% | -92.9% | +10.9% |
| 10Y | +150.0% | +569.4% | -419.4% | +29.7% |
| All | +3,227.9% | +11,456.8% | -8,228.8% | +830.1% |
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 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