+325.3%
VWO vs PHM
+282.3%
+43.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | +0.2% | -3.9% | +4.0% | +1.3% |
| 30D | +0.9% | -8.6% | +9.4% | +3.3% |
| 3M | +4.3% | -2.9% | +7.2% | +4.6% |
| 6M | +10.5% | -5.7% | +16.2% | +11.5% |
| YTD | +13.4% | +1.9% | +11.5% | +11.5% |
| 1Y | +18.6% | -12.3% | +30.9% | +21.2% |
| 3Y | +65.8% | +50.8% | +15.0% | +40.9% |
| 5Y | +35.2% | +157.3% | -122.1% | -4.9% |
| 10Y | +116.6% | +566.5% | -449.9% | +5.0% |
| All | +325.3% | +282.3% | +43.0% | +71.2% |
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