+1,250.4%
VUG vs PH
+3,686.4%
-2,436.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -3.1% | +3.0% | +1.3% |
| 30D | -0.3% | -3.2% | +2.9% | +0.9% |
| 3M | -0.7% | +10.6% | -11.3% | -5.5% |
| 6M | +14.6% | -2.1% | +16.8% | +14.5% |
| YTD | +9.0% | +10.2% | -1.2% | +3.1% |
| 1Y | +14.9% | +28.2% | -13.4% | +1.0% |
| 3Y | +86.0% | +134.9% | -48.8% | +22.1% |
| 5Y | +76.7% | +253.6% | -176.9% | -4.8% |
| 10Y | +411.3% | +804.7% | -393.4% | +65.0% |
| All | +1,250.4% | +3,686.4% | -2,436.0% | +109.4% |
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