+262.4%
VST vs PH
+135.3%
+127.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.7% | +8.0% |
| 7D | -9.8% | +2.0% | -11.8% | -10.9% |
| 30D | -25.1% | -3.7% | -21.5% | -22.1% |
| 3M | -11.6% | -14.0% | +2.5% | +1.3% |
| 6M | -20.9% | +2.1% | -23.0% | -22.6% |
| YTD | -22.3% | +5.1% | -27.4% | -26.9% |
| 1Y | -32.0% | +10.9% | -43.0% | -39.5% |
| 3Y | +262.4% | +132.9% | +129.4% | +101.0% |
| All | +262.4% | +135.3% | +127.0% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling