+1,121.2%
VST vs PH
+719.0%
+402.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -6.0% | +2.1% | -8.2% | -6.6% |
| 30D | -18.8% | +0.3% | -19.0% | -18.5% |
| 3M | -8.0% | -8.8% | +0.8% | -3.2% |
| 6M | -10.9% | +10.0% | -21.0% | -14.9% |
| YTD | -18.3% | +10.5% | -28.8% | -22.3% |
| 1Y | -29.9% | +15.5% | -45.4% | -34.9% |
| 3Y | +290.3% | +136.4% | +153.9% | +166.4% |
| 5Y | +635.3% | +213.6% | +421.7% | +334.7% |
| All | +1,121.2% | +719.0% | +402.1% | +401.2% |
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