+1,250.4%
VUG vs PHM
+607.9%
+642.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | -0.3% | -6.4% | +6.1% | +1.2% |
| 3M | -0.7% | +5.5% | -6.2% | -2.4% |
| 6M | +14.6% | -5.4% | +20.1% | +15.4% |
| YTD | +9.0% | +6.6% | +2.4% | +6.3% |
| 1Y | +14.9% | -8.8% | +23.7% | +15.9% |
| 3Y | +86.0% | +54.1% | +31.9% | +61.4% |
| 5Y | +76.7% | +144.5% | -67.8% | +35.1% |
| 10Y | +411.3% | +569.4% | -158.1% | +195.9% |
| All | +1,250.4% | +607.9% | +642.6% | +490.3% |
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 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