+150.1%
VXUS vs PH
+795.7%
-645.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.7% | -10.3% | +11.0% | +4.6% |
| 3M | +4.8% | +5.1% | -0.3% | +2.5% |
| 6M | +11.3% | +2.3% | +9.0% | +9.7% |
| YTD | +16.5% | +8.7% | +7.8% | +12.2% |
| 1Y | +24.3% | +26.8% | -2.5% | +12.7% |
| 3Y | +74.5% | +139.2% | -64.7% | +21.0% |
| 5Y | +54.3% | +251.1% | -196.8% | -9.9% |
| 10Y | +150.1% | +812.6% | -662.5% | -2.8% |
| All | +150.1% | +795.7% | -645.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling