+12,036.0%
VRTX vs PHM
+9,943.4%
+2,092.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | +12.6% | -6.4% | +19.1% | +14.4% |
| 3M | +23.6% | +5.5% | +18.1% | +21.6% |
| 6M | +14.3% | -5.4% | +19.7% | +15.2% |
| YTD | +20.5% | +6.6% | +13.9% | +17.5% |
| 1Y | +37.6% | -8.8% | +46.4% | +39.3% |
| 3Y | +55.5% | +54.1% | +1.4% | +34.5% |
| 5Y | +175.7% | +144.5% | +31.3% | +105.7% |
| 10Y | +474.2% | +569.4% | -95.2% | +203.3% |
| All | +12,036.0% | +9,943.4% | +2,092.6% | +2,816.5% |
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