+495.5%
VRTX vs PHM
+684.3%
-188.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.3% |
| 7D | +3.2% | +2.9% | +0.3% | +2.6% |
| 30D | +7.4% | +16.5% | -9.1% | +3.9% |
| 3M | +4.6% | +0.6% | +3.9% | +4.2% |
| 6M | +27.5% | +11.6% | +15.9% | +24.0% |
| YTD | +20.9% | +12.1% | +8.8% | +17.0% |
| 1Y | +30.1% | +9.6% | +20.5% | +26.5% |
| 3Y | +46.6% | +62.3% | -15.6% | +29.1% |
| 5Y | +191.6% | +170.4% | +21.2% | +124.8% |
| All | +495.5% | +684.3% | -188.7% | +199.3% |
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