+120.6%
VLO vs PHM
+16.2%
+104.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.2% | -12.9% | -3.5% |
| 7D | -6.0% | +13.6% | -19.5% | -2.1% |
| 30D | -12.9% | +19.3% | -32.2% | -7.9% |
| 3M | +18.3% | +3.5% | +14.9% | +20.8% |
| 6M | +46.4% | +18.6% | +27.9% | +54.5% |
| YTD | +127.7% | +16.7% | +111.0% | +137.1% |
| 1Y | +120.6% | +14.6% | +106.0% | +131.6% |
| All | +120.6% | +16.2% | +104.4% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling