+33,533.0%
VLO vs PH
+24,008.7%
+9,524.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.7% |
| 7D | -13.3% | +2.0% | -15.3% | -14.1% |
| 30D | -18.3% | -3.7% | -14.6% | -17.2% |
| 3M | +14.3% | -14.0% | +28.4% | +21.8% |
| 6M | +47.6% | +2.1% | +45.5% | +44.0% |
| YTD | +116.0% | +5.1% | +110.9% | +104.7% |
| 1Y | +101.0% | +10.9% | +90.1% | +85.4% |
| 3Y | +199.0% | +132.9% | +66.1% | +91.5% |
| 5Y | +419.0% | +200.1% | +219.0% | +187.1% |
| 10Y | +778.2% | +783.8% | -5.6% | +206.5% |
| All | +33,533.0% | +24,008.7% | +9,524.3% | +5,290.3% |
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 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