+62.5%
VUG vs PHM
+158.6%
-96.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.5% | -4.1% | +6.6% | +3.7% |
| 30D | -6.3% | +16.1% | -22.4% | -10.7% |
| 3M | -6.0% | -2.5% | -3.5% | -5.8% |
| 6M | -3.5% | +12.9% | -16.5% | -8.2% |
| YTD | +3.9% | +9.0% | -5.1% | -0.9% |
| 1Y | +5.1% | +8.2% | -3.1% | +0.2% |
| 3Y | +77.9% | +58.4% | +19.4% | +36.4% |
| All | +62.5% | +158.6% | -96.1% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling