+790.3%
VLO vs PH
+698.6%
+91.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +9.6% | +4.1% | +5.5% | +6.9% |
| 30D | -17.4% | -0.1% | -17.3% | -17.7% |
| 3M | +10.8% | -9.6% | +20.3% | +16.8% |
| 6M | +56.9% | +8.5% | +48.4% | +45.7% |
| YTD | +136.8% | +9.4% | +127.4% | +113.2% |
| 1Y | +120.7% | +14.2% | +106.5% | +92.6% |
| 3Y | +231.9% | +134.0% | +97.9% | +70.4% |
| 5Y | +479.0% | +203.8% | +275.2% | +132.7% |
| All | +790.3% | +698.6% | +91.8% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling