+142.3%
VXUS vs PH
+778.3%
-636.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.3% |
| 7D | +0.8% | +3.0% | -2.3% | -0.4% |
| 30D | -1.9% | -0.6% | -1.3% | -1.9% |
| 3M | -4.4% | -10.7% | +6.3% | -0.7% |
| 6M | -2.0% | +9.1% | -11.0% | -5.7% |
| YTD | +11.1% | +9.5% | +1.6% | +6.4% |
| 1Y | +15.1% | +14.0% | +1.0% | +8.5% |
| 3Y | +70.4% | +138.9% | -68.4% | +18.2% |
| 5Y | +47.2% | +209.1% | -162.0% | -9.9% |
| 10Y | +142.3% | +737.3% | -595.0% | +0.9% |
| All | +142.3% | +778.3% | -636.0% | +0.9% |
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