+156.2%
PH vs VLTO
+56.4%
+99.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | +4.1% | +1.0% | +3.1% | +3.7% |
| 30D | -0.1% | +17.5% | -17.5% | -6.9% |
| 3M | -9.6% | +21.4% | -31.0% | -17.1% |
| 6M | +8.5% | +38.1% | -29.6% | -7.0% |
| YTD | +9.4% | +19.0% | -9.6% | +0.8% |
| 1Y | +14.2% | +20.7% | -6.4% | +4.1% |
| 3Y | +134.0% | +64.3% | +69.8% | +87.9% |
| All | +156.2% | +56.4% | +99.8% | +106.6% |
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