+147.1%
VXUS vs PHM
+677.6%
-530.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | -0.5% | -4.8% | +4.2% | +0.7% |
| 30D | -1.2% | +16.5% | -17.7% | -5.1% |
| 3M | -3.8% | -2.0% | -1.8% | -3.7% |
| 6M | -1.7% | +12.7% | -14.3% | -5.2% |
| YTD | +11.4% | +11.2% | +0.3% | +7.3% |
| 1Y | +13.3% | +7.7% | +5.6% | +9.8% |
| 3Y | +70.0% | +60.9% | +9.1% | +44.9% |
| 5Y | +48.1% | +167.7% | -119.6% | +7.3% |
| 10Y | +147.1% | +692.1% | -545.0% | +35.9% |
| All | +147.1% | +677.6% | -530.6% | +35.9% |
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