-11.1%
VRSK vs PHM
+156.2%
-167.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -5.2% | -5.0% | -0.2% | -4.2% |
| 30D | -2.3% | -8.4% | +6.1% | -0.6% |
| 3M | -2.9% | -4.4% | +1.5% | -2.1% |
| 6M | -12.8% | -3.7% | -9.1% | -12.5% |
| YTD | -20.8% | +1.3% | -22.1% | -21.8% |
| 1Y | -33.2% | -14.0% | -19.2% | -31.8% |
| 3Y | -26.6% | +48.1% | -74.7% | -37.0% |
| All | -11.1% | +156.2% | -167.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling