+566.9%
VTRS vs PHM
+10,881.9%
-10,315.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -2.2% | -5.0% | +2.8% | -1.1% |
| 30D | +3.3% | -8.4% | +11.8% | +5.2% |
| 3M | +2.0% | -4.4% | +6.4% | +2.7% |
| 6M | +19.9% | -3.7% | +23.7% | +20.5% |
| YTD | +35.7% | +1.3% | +34.5% | +34.6% |
| 1Y | +68.1% | -14.0% | +82.1% | +72.3% |
| 3Y | +87.1% | +48.1% | +39.0% | +69.0% |
| 5Y | +47.6% | +158.8% | -111.1% | +16.3% |
| 10Y | -48.2% | +562.8% | -611.0% | -68.0% |
| All | +566.9% | +10,881.9% | -10,315.0% | +84.0% |
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