+175.8%
VSH vs PHM
+557.7%
-381.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | +3.1% | -6.4% | +9.4% | +6.2% |
| 30D | -5.7% | -12.1% | +6.4% | -0.2% |
| 3M | -42.5% | -1.5% | -40.9% | -42.9% |
| 6M | +82.7% | -6.0% | +88.7% | +84.8% |
| YTD | +118.2% | -0.3% | +118.5% | +113.1% |
| 1Y | +109.7% | -13.3% | +123.0% | +118.8% |
| 3Y | +35.3% | +47.6% | -12.3% | +9.2% |
| 5Y | +65.6% | +154.7% | -89.1% | +1.1% |
| All | +175.8% | +557.7% | -381.9% | +12.4% |
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