+601.6%
VLO vs PH
+252.1%
+349.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +28.3% | -10.8% | +39.1% | +33.5% |
| 3M | +48.7% | +8.5% | +40.3% | +43.2% |
| 6M | +71.9% | +3.9% | +68.0% | +66.2% |
| YTD | +138.7% | +9.4% | +129.2% | +124.8% |
| 1Y | +148.5% | +26.8% | +121.7% | +118.1% |
| 3Y | +192.7% | +140.8% | +51.9% | +92.7% |
| 5Y | +601.6% | +253.8% | +347.8% | +269.5% |
| All | +601.6% | +252.1% | +349.5% | +269.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling