+317.6%
VOO vs PHM
+568.1%
-250.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.4% |
| 7D | -0.8% | -5.0% | +4.2% | +0.6% |
| 30D | -1.1% | -8.4% | +7.4% | +1.3% |
| 3M | +3.9% | -4.4% | +8.3% | +4.7% |
| 6M | +13.6% | -3.7% | +17.4% | +13.9% |
| YTD | +12.7% | +1.3% | +11.4% | +10.9% |
| 1Y | +17.6% | -14.0% | +31.6% | +20.8% |
| 3Y | +77.3% | +48.1% | +29.2% | +50.5% |
| 5Y | +84.1% | +158.8% | -74.7% | +28.2% |
| All | +317.6% | +568.1% | -250.5% | +123.3% |
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