+1,205.2%
VST vs PH
+778.3%
+426.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +5.1% |
| 7D | -0.5% | +3.0% | -3.6% | -1.6% |
| 30D | -17.1% | -0.6% | -16.4% | -16.4% |
| 3M | -4.6% | -10.7% | +6.2% | +1.5% |
| 6M | -9.1% | +9.1% | -18.1% | -12.7% |
| YTD | -16.6% | +9.5% | -26.1% | -20.3% |
| 1Y | -29.5% | +14.0% | -43.5% | -34.1% |
| 3Y | +297.5% | +138.9% | +158.7% | +170.5% |
| 5Y | +654.5% | +209.1% | +445.4% | +349.1% |
| 10Y | +1,205.2% | +737.3% | +467.9% | +429.1% |
| All | +1,205.2% | +778.3% | +426.9% | +429.1% |
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