+183.8%
VXUS vs PHM
+1,671.0%
-1,487.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -3.2% | +4.2% | +1.8% |
| 30D | +2.2% | -6.4% | +8.6% | +3.8% |
| 3M | +3.0% | +5.5% | -2.5% | +1.2% |
| 6M | +10.7% | -5.4% | +16.1% | +11.6% |
| YTD | +17.8% | +6.6% | +11.3% | +15.0% |
| 1Y | +27.6% | -8.8% | +36.4% | +29.1% |
| 3Y | +73.3% | +54.1% | +19.2% | +49.9% |
| 5Y | +54.3% | +144.5% | -90.1% | +15.5% |
| 10Y | +149.8% | +569.4% | -419.6% | +35.4% |
| All | +183.8% | +1,671.0% | -1,487.2% | +4.5% |
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