+67.0%
VSH vs PHM
+152.6%
-85.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | +3.5% | -3.9% | +7.4% | +5.5% |
| 30D | -4.4% | -8.6% | +4.2% | -0.5% |
| 3M | -45.8% | -2.9% | -42.9% | -45.9% |
| 6M | +90.1% | -5.7% | +95.8% | +91.7% |
| YTD | +120.3% | +1.9% | +118.5% | +111.6% |
| 1Y | +112.2% | -12.3% | +124.6% | +120.4% |
| 3Y | +36.6% | +50.8% | -14.2% | +7.2% |
| 5Y | +67.0% | +157.3% | -90.3% | +0.6% |
| All | +67.0% | +152.6% | -85.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling