+769.3%
VST vs PH
+254.3%
+515.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.7% |
| 7D | +8.9% | -3.1% | +12.0% | +11.0% |
| 30D | +6.2% | -3.2% | +9.5% | +8.0% |
| 3M | -2.7% | +10.6% | -13.3% | -9.1% |
| 6M | -8.4% | -2.1% | -6.2% | -7.9% |
| YTD | -7.2% | +10.2% | -17.4% | -13.5% |
| 1Y | -20.9% | +28.2% | -49.1% | -33.6% |
| 3Y | +384.0% | +134.9% | +249.1% | +209.4% |
| All | +769.3% | +254.3% | +515.1% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling