+812.6%
PH vs VO
+193.0%
+619.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.8% |
| 30D | -10.3% | -1.9% | -8.4% | -8.0% |
| 3M | +5.1% | +3.3% | +1.8% | +0.8% |
| 6M | +2.3% | +9.7% | -7.4% | -9.5% |
| YTD | +8.7% | +12.6% | -3.9% | -7.1% |
| 1Y | +26.8% | +13.6% | +13.1% | +7.0% |
| 3Y | +139.2% | +56.8% | +82.4% | +35.7% |
| 5Y | +251.1% | +42.3% | +208.8% | +125.6% |
| 10Y | +812.6% | +199.2% | +613.4% | +128.5% |
| All | +812.6% | +193.0% | +619.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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