+146.3%
VXUS vs PHM
+669.9%
-523.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +2.3% | -6.1% | +8.4% | +3.9% |
| 30D | -2.2% | +13.7% | -16.0% | -5.5% |
| 3M | -5.4% | -1.5% | -3.9% | -5.4% |
| 6M | -1.2% | +11.3% | -12.5% | -4.5% |
| YTD | +10.4% | +8.9% | +1.5% | +6.8% |
| 1Y | +11.8% | +6.1% | +5.7% | +8.8% |
| 3Y | +68.4% | +57.7% | +10.7% | +44.3% |
| 5Y | +45.9% | +159.0% | -113.1% | +6.6% |
| All | +146.3% | +669.9% | -523.6% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling