+3,683.0%
PH vs VO
+827.2%
+2,855.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -3.1% | -0.3% | -2.8% | -2.7% |
| 30D | -3.2% | -0.3% | -2.9% | -2.9% |
| 3M | +10.6% | +2.9% | +7.6% | +6.8% |
| 6M | -2.1% | +9.3% | -11.5% | -11.9% |
| YTD | +10.2% | +14.2% | -4.0% | -5.8% |
| 1Y | +28.2% | +15.3% | +13.0% | +8.4% |
| 3Y | +134.9% | +56.2% | +78.6% | +42.3% |
| 5Y | +253.6% | +42.4% | +211.2% | +138.5% |
| 10Y | +804.7% | +194.7% | +610.0% | +182.7% |
| All | +3,683.0% | +827.2% | +2,855.8% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling