+1,002.6%
VST vs PHM
+634.6%
+368.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.1% |
| 7D | -9.8% | +6.2% | -16.0% | -11.8% |
| 30D | -25.1% | +17.9% | -43.1% | -29.2% |
| 3M | -11.6% | +2.5% | -14.1% | -13.1% |
| 6M | -20.9% | +10.8% | -31.7% | -24.4% |
| YTD | -22.3% | +13.7% | -36.0% | -26.5% |
| 1Y | -32.0% | +12.4% | -44.4% | -35.6% |
| 3Y | +262.4% | +65.6% | +196.7% | +196.4% |
| 5Y | +563.4% | +175.3% | +388.0% | +346.4% |
| 10Y | +1,120.7% | +713.9% | +406.8% | +469.2% |
| All | +1,002.6% | +634.6% | +368.0% | +433.2% |
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