+1,199.2%
VUG vs PHM
+623.4%
+575.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | +4.4% | -6.1% | +10.5% | +5.9% |
| 30D | -7.3% | +13.7% | -21.1% | -10.4% |
| 3M | -4.2% | -1.5% | -2.7% | -4.3% |
| 6M | -1.6% | +11.3% | -12.8% | -4.9% |
| YTD | +4.9% | +8.9% | -4.0% | +1.3% |
| 1Y | +3.8% | +6.1% | -2.3% | +0.8% |
| 3Y | +79.4% | +57.7% | +21.8% | +54.5% |
| 5Y | +63.9% | +159.0% | -95.0% | +23.4% |
| 10Y | +404.0% | +676.2% | -272.1% | +181.5% |
| All | +1,199.2% | +623.4% | +575.8% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling