+143.6%
VLO vs PH
+30.5%
+113.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.2% | -3.1% | +8.3% | +4.6% |
| 30D | +22.6% | -3.2% | +25.8% | +21.9% |
| 3M | +43.8% | +10.6% | +33.2% | +46.7% |
| 6M | +65.7% | -2.1% | +67.9% | +70.9% |
| YTD | +131.1% | +10.2% | +120.9% | +129.9% |
| 1Y | +143.6% | +28.2% | +115.4% | +124.3% |
| All | +143.6% | +30.5% | +113.1% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling