-8.1%
VST vs PHM
+10.2%
-18.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.5% |
| 7D | +19.2% | -6.1% | +25.3% | +18.1% |
| 30D | -17.2% | +13.7% | -30.9% | -17.8% |
| 3M | -8.1% | -1.5% | -6.6% | -6.7% |
| 6M | -8.1% | +11.3% | -19.4% | -16.6% |
| All | -8.1% | +10.2% | -18.3% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling