+35,889.1%
VLO vs PH
+25,185.5%
+10,703.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | -3.1% | +8.3% | +6.7% |
| 30D | +22.6% | -3.2% | +25.8% | +24.0% |
| 3M | +43.8% | +10.6% | +33.2% | +36.1% |
| 6M | +65.7% | -2.1% | +67.9% | +63.5% |
| YTD | +131.1% | +10.2% | +120.9% | +115.3% |
| 1Y | +143.6% | +28.2% | +115.4% | +110.6% |
| 3Y | +201.4% | +134.9% | +66.5% | +92.2% |
| 5Y | +568.9% | +253.6% | +315.3% | +243.7% |
| 10Y | +891.8% | +804.7% | +87.1% | +243.5% |
| All | +35,889.1% | +25,185.5% | +10,703.5% | +5,569.5% |
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 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