+148.3%
VLO vs PHM
-14.5%
+162.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.4% |
| 7D | +4.0% | -6.4% | +10.3% | +2.3% |
| 30D | +19.0% | -12.1% | +31.1% | +15.3% |
| 3M | +50.0% | -1.5% | +51.5% | +49.4% |
| 6M | +79.1% | -6.0% | +85.2% | +79.4% |
| YTD | +140.3% | -0.3% | +140.6% | +140.0% |
| 1Y | +148.3% | -13.3% | +161.7% | +140.5% |
| All | +148.3% | -14.5% | +162.8% | +140.5% |
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