+115.7%
VLO vs PHM
+5.7%
+110.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +2.5% |
| 7D | +6.8% | -6.1% | +12.9% | +4.8% |
| 30D | -17.9% | +13.7% | -31.6% | -14.4% |
| 3M | +13.5% | -1.5% | +15.1% | +14.1% |
| 6M | +53.0% | +11.3% | +41.8% | +58.5% |
| YTD | +133.7% | +8.9% | +124.8% | +138.4% |
| 1Y | +115.7% | +6.1% | +109.6% | +121.2% |
| All | +115.7% | +5.7% | +110.0% | +121.2% |
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 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