+12.5%
VUG vs PHM
-14.5%
+27.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -1.9% | -6.4% | +4.5% | -1.2% |
| 30D | -1.6% | -12.1% | +10.5% | -0.3% |
| 3M | +4.4% | -1.5% | +5.9% | +4.2% |
| 6M | +13.2% | -6.0% | +19.2% | +12.6% |
| YTD | +7.5% | -0.3% | +7.8% | +6.3% |
| 1Y | +12.5% | -13.3% | +25.8% | +11.3% |
| All | +12.5% | -14.5% | +27.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling