+1,155.8%
VUG vs PH
+3,510.2%
-2,354.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | -0.4% |
| 7D | -3.4% | +2.0% | -5.4% | -4.3% |
| 30D | -11.1% | -3.7% | -7.4% | -9.8% |
| 3M | -7.2% | -14.0% | +6.8% | -1.2% |
| 6M | -4.1% | +2.1% | -6.3% | -5.9% |
| YTD | +1.4% | +5.1% | -3.7% | -2.4% |
| 1Y | +1.9% | +10.9% | -9.0% | -4.3% |
| 3Y | +77.7% | +132.9% | -55.2% | +17.1% |
| 5Y | +57.6% | +200.1% | -142.5% | -8.7% |
| 10Y | +398.6% | +783.8% | -385.2% | +62.2% |
| All | +1,155.8% | +3,510.2% | -2,354.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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