+387.0%
VNQ vs PHM
+372.7%
+14.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -0.9% | -3.9% | +3.0% | +0.5% |
| 30D | -2.2% | -8.6% | +6.3% | +0.8% |
| 3M | -1.9% | -2.9% | +1.0% | -1.5% |
| 6M | +3.2% | -5.7% | +8.9% | +4.4% |
| YTD | +9.4% | +1.9% | +7.5% | +7.1% |
| 1Y | +7.5% | -12.3% | +19.8% | +10.7% |
| 3Y | +31.1% | +50.8% | -19.7% | +7.5% |
| 5Y | +6.6% | +157.3% | -150.7% | -30.6% |
| 10Y | +63.9% | +566.5% | -502.6% | -31.7% |
| All | +387.0% | +372.7% | +14.3% | +44.8% |
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 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