+601.6%
VLO vs PHM
+152.9%
+448.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +3.7% |
| 7D | +5.8% | -2.5% | +8.2% | +6.0% |
| 30D | +28.3% | -9.7% | +38.0% | +29.8% |
| 3M | +48.7% | +2.2% | +46.5% | +47.4% |
| 6M | +71.9% | -5.7% | +77.6% | +71.9% |
| YTD | +138.7% | +2.8% | +135.8% | +134.3% |
| 1Y | +148.5% | -14.4% | +162.9% | +151.9% |
| 3Y | +192.7% | +52.2% | +140.5% | +165.0% |
| 5Y | +601.6% | +154.3% | +447.4% | +456.3% |
| All | +601.6% | +152.9% | +448.7% | +456.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling