+33,946.6%
VLO vs PH
+25,253.3%
+8,693.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -9.5% | +2.1% | -11.7% | -10.4% |
| 30D | -19.1% | +0.3% | -19.4% | -19.5% |
| 3M | +11.4% | -8.8% | +20.2% | +15.5% |
| 6M | +46.7% | +10.0% | +36.7% | +38.3% |
| YTD | +118.6% | +10.5% | +108.1% | +102.4% |
| 1Y | +99.9% | +15.5% | +84.4% | +81.0% |
| 3Y | +210.5% | +136.4% | +74.1% | +97.6% |
| 5Y | +432.7% | +213.6% | +219.1% | +188.7% |
| 10Y | +717.1% | +713.9% | +3.2% | +193.7% |
| All | +33,946.6% | +25,253.3% | +8,693.2% | +5,231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling