+911.8%
VLO vs PHM
+557.7%
+354.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +4.0% | -6.4% | +10.3% | +6.1% |
| 30D | +19.0% | -12.1% | +31.1% | +23.7% |
| 3M | +50.0% | -1.5% | +51.5% | +49.0% |
| 6M | +79.1% | -6.0% | +85.2% | +78.6% |
| YTD | +140.3% | -0.3% | +140.6% | +133.3% |
| 1Y | +148.3% | -13.3% | +161.7% | +152.2% |
| 3Y | +194.6% | +47.6% | +147.1% | +135.8% |
| 5Y | +609.6% | +154.7% | +454.8% | +327.3% |
| All | +911.8% | +557.7% | +354.1% | +301.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling