+33,946.6%
VLO vs PHM
+12,054.4%
+21,892.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.7% |
| 7D | -9.5% | +2.9% | -12.5% | -10.4% |
| 30D | -19.1% | +16.5% | -35.6% | -22.7% |
| 3M | +11.4% | +0.6% | +10.7% | +10.3% |
| 6M | +46.7% | +11.6% | +35.2% | +40.1% |
| YTD | +118.6% | +12.1% | +106.5% | +106.3% |
| 1Y | +99.9% | +9.6% | +90.3% | +89.5% |
| 3Y | +210.5% | +62.3% | +148.2% | +158.9% |
| 5Y | +432.7% | +170.4% | +262.3% | +272.4% |
| 10Y | +717.1% | +683.0% | +34.1% | +320.6% |
| All | +33,946.6% | +12,054.4% | +21,892.1% | +9,439.7% |
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