+1,474.1%
VTR vs PHM
+4,130.3%
-2,656.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -3.7% | -9.7% | +5.9% | -0.9% |
| 3M | +13.5% | +2.2% | +11.3% | +12.1% |
| 6M | +7.2% | -5.7% | +12.9% | +8.0% |
| YTD | +17.6% | +2.8% | +14.7% | +14.9% |
| 1Y | +35.4% | -14.4% | +49.8% | +39.3% |
| 3Y | +132.8% | +52.2% | +80.6% | +93.9% |
| 5Y | +88.7% | +154.3% | -65.6% | +29.7% |
| 10Y | +87.6% | +545.9% | -458.2% | -3.6% |
| All | +1,474.1% | +4,130.3% | -2,656.3% | +274.9% |
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