+494.6%
VRTX vs PHM
+677.6%
-183.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -0.4% | -4.8% | +4.4% | +0.6% |
| 30D | +7.9% | +16.5% | -8.6% | +4.4% |
| 3M | +3.3% | -2.0% | +5.3% | +3.5% |
| 6M | +25.7% | +12.7% | +13.1% | +22.1% |
| YTD | +20.7% | +11.2% | +9.5% | +17.0% |
| 1Y | +27.4% | +7.7% | +19.7% | +24.4% |
| 3Y | +46.4% | +60.9% | -14.5% | +29.1% |
| 5Y | +194.3% | +167.7% | +26.6% | +127.3% |
| 10Y | +494.6% | +692.1% | -197.5% | +199.4% |
| All | +494.6% | +677.6% | -183.1% | +199.4% |
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