+156.4%
PH vs VLTO
+56.1%
+100.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +3.0% | +2.0% | +1.0% | +2.2% |
| 30D | -0.6% | +21.8% | -22.4% | -9.0% |
| 3M | -10.7% | +20.2% | -31.0% | -17.8% |
| 6M | +9.1% | +36.3% | -27.3% | -5.9% |
| YTD | +9.5% | +18.8% | -9.3% | +0.9% |
| 1Y | +14.0% | +20.4% | -6.4% | +4.1% |
| 3Y | +138.9% | +71.9% | +67.0% | +87.7% |
| All | +156.4% | +56.1% | +100.3% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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