+1,129.2%
PSX vs VO
+420.2%
+709.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -8.1% | +2.0% | -10.1% | -10.1% |
| 3M | +15.9% | -0.3% | +16.2% | +15.9% |
| 6M | +49.4% | +7.3% | +42.1% | +37.8% |
| YTD | +104.7% | +15.0% | +89.7% | +74.2% |
| 1Y | +89.1% | +14.7% | +74.4% | +61.3% |
| 3Y | +151.7% | +67.3% | +84.5% | +44.6% |
| 5Y | +298.3% | +38.8% | +259.5% | +172.1% |
| 10Y | +357.1% | +201.6% | +155.5% | +32.4% |
| All | +1,129.2% | +420.2% | +709.0% | +87.1% |
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