+921.0%
VLO vs PHM
+571.9%
+349.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +6.2% | -3.9% | +10.1% | +7.5% |
| 30D | +23.5% | -8.6% | +32.0% | +26.8% |
| 3M | +53.9% | -2.9% | +56.8% | +53.5% |
| 6M | +81.7% | -5.7% | +87.4% | +81.0% |
| YTD | +142.5% | +1.9% | +140.6% | +133.9% |
| 1Y | +145.4% | -12.3% | +157.8% | +148.4% |
| 3Y | +197.3% | +50.8% | +146.6% | +136.4% |
| 5Y | +614.6% | +157.3% | +457.3% | +329.8% |
| All | +921.0% | +571.9% | +349.1% | +302.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling