+348.0%
VT vs PHM
+1,365.4%
-1,017.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -4.2% | +8.7% | -12.8% | -6.4% |
| 30D | -5.8% | +16.4% | -22.2% | -9.9% |
| 3M | -5.2% | +1.8% | -7.1% | -6.1% |
| 6M | +0.1% | +15.1% | -14.9% | -4.5% |
| YTD | +8.2% | +16.0% | -7.8% | +2.5% |
| 1Y | +10.1% | +14.1% | -4.0% | +4.6% |
| 3Y | +69.7% | +65.9% | +3.8% | +41.3% |
| 5Y | +53.4% | +180.9% | -127.5% | +7.3% |
| 10Y | +219.2% | +730.3% | -511.0% | +53.5% |
| All | +348.0% | +1,365.4% | -1,017.4% | +52.6% |
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 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