+167.6%
VXUS vs PHM
+1,837.9%
-1,670.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +2.2% |
| 7D | +0.8% | +3.5% | -2.7% | -0.1% |
| 30D | -1.9% | +21.2% | -23.1% | -6.6% |
| 3M | -4.4% | +2.5% | -6.9% | -5.3% |
| 6M | -2.0% | +16.1% | -18.1% | -6.2% |
| YTD | +11.1% | +16.6% | -5.5% | +5.8% |
| 1Y | +15.1% | +14.4% | +0.6% | +9.9% |
| 3Y | +70.4% | +71.9% | -1.5% | +43.4% |
| 5Y | +47.2% | +174.3% | -127.2% | +7.0% |
| 10Y | +142.3% | +744.0% | -601.7% | +23.7% |
| All | +167.6% | +1,837.9% | -1,670.3% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling