+1,112.0%
VST vs PH
+759.6%
+352.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.7% | +9.1% |
| 7D | -9.8% | +2.0% | -11.8% | -10.4% |
| 30D | -25.1% | -3.7% | -21.5% | -23.3% |
| 3M | -11.6% | -14.0% | +2.5% | -4.1% |
| 6M | -20.9% | +2.1% | -23.0% | -21.5% |
| YTD | -22.3% | +5.1% | -27.4% | -24.2% |
| 1Y | -32.0% | +10.9% | -43.0% | -35.5% |
| 3Y | +262.4% | +132.9% | +129.4% | +150.4% |
| 5Y | +563.4% | +200.1% | +363.3% | +301.9% |
| All | +1,112.0% | +759.6% | +352.5% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling