+35,889.1%
VLO vs PHM
+11,456.8%
+24,432.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -3.2% | +8.4% | +6.1% |
| 30D | +22.6% | -6.4% | +29.0% | +24.5% |
| 3M | +43.8% | +5.5% | +38.3% | +40.5% |
| 6M | +65.7% | -5.4% | +71.2% | +65.4% |
| YTD | +131.1% | +6.6% | +124.5% | +122.6% |
| 1Y | +143.6% | -8.8% | +152.5% | +143.6% |
| 3Y | +201.4% | +54.1% | +147.3% | +155.7% |
| 5Y | +568.9% | +144.5% | +424.4% | +383.5% |
| 10Y | +891.8% | +569.4% | +322.4% | +434.4% |
| All | +35,889.1% | +11,456.8% | +24,432.3% | +10,190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling