+210.5%
VLO vs PHM
+64.0%
+146.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.5% |
| 7D | -9.5% | +2.9% | -12.5% | -9.7% |
| 30D | -19.1% | +16.5% | -35.6% | -20.0% |
| 3M | +11.4% | +0.6% | +10.7% | +11.4% |
| 6M | +46.7% | +11.6% | +35.2% | +44.3% |
| YTD | +118.6% | +12.1% | +106.5% | +112.6% |
| 1Y | +99.9% | +9.6% | +90.3% | +95.2% |
| 3Y | +210.5% | +62.3% | +148.2% | +165.6% |
| All | +210.5% | +64.0% | +146.5% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling