+87.9%
VUG vs PHM
+52.3%
+35.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | +0.9% | -2.5% | +3.3% | +1.3% |
| 30D | -1.4% | -9.7% | +8.2% | +0.3% |
| 3M | +2.3% | +2.2% | +0.1% | +1.5% |
| 6M | +15.7% | -5.7% | +21.4% | +16.1% |
| YTD | +8.6% | +2.8% | +5.8% | +7.0% |
| 1Y | +14.1% | -14.4% | +28.5% | +16.2% |
| 3Y | +87.9% | +52.2% | +35.7% | +60.0% |
| All | +87.9% | +52.3% | +35.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling