+111.1%
VSH vs PHM
+670.5%
-559.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +14.3% | -4.1% | +18.5% | +16.6% |
| 30D | -7.9% | +16.1% | -24.0% | -15.1% |
| 3M | -19.9% | -2.5% | -17.4% | -20.1% |
| 6M | -30.5% | +12.9% | -43.4% | -36.1% |
| YTD | +85.7% | +9.0% | +76.6% | +71.8% |
| 1Y | +98.9% | +8.2% | +90.8% | +84.8% |
| 3Y | +32.1% | +58.4% | -26.4% | +2.0% |
| 5Y | +39.7% | +159.2% | -119.5% | -16.5% |
| All | +111.1% | +670.5% | -559.4% | -22.6% |
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