+168.3%
VXUS vs PH
+1,329.5%
-1,161.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.5% | +6.9% | -7.4% | -3.2% |
| 30D | -1.2% | +1.7% | -2.9% | -2.1% |
| 3M | -3.8% | -8.1% | +4.3% | -0.9% |
| 6M | -1.7% | +11.5% | -13.2% | -6.7% |
| YTD | +11.4% | +11.4% | +0.1% | +5.4% |
| 1Y | +13.3% | +14.1% | -0.8% | +6.1% |
| 3Y | +70.0% | +138.2% | -68.3% | +13.3% |
| 5Y | +48.1% | +216.0% | -167.9% | -14.8% |
| 10Y | +147.1% | +710.0% | -562.9% | -16.1% |
| All | +168.3% | +1,329.5% | -1,161.2% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling