+160.8%
PH vs VLTO
+57.1%
+103.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +6.9% | +1.5% | +5.4% | +6.3% |
| 30D | +1.7% | +20.9% | -19.3% | -6.5% |
| 3M | -8.1% | +21.4% | -29.5% | -15.8% |
| 6M | +11.5% | +37.6% | -26.1% | -4.2% |
| YTD | +11.4% | +19.5% | -8.2% | +2.4% |
| 1Y | +14.1% | +22.0% | -7.9% | +3.4% |
| 3Y | +138.2% | +70.7% | +67.6% | +88.0% |
| All | +160.8% | +57.1% | +103.7% | +109.9% |
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