+897.3%
VST vs PH
+725.0%
+172.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -5.1% |
| 7D | -19.9% | -3.9% | -16.0% | -18.0% |
| 30D | -29.7% | -9.4% | -20.3% | -25.8% |
| 3M | -19.6% | -10.3% | -9.3% | -14.9% |
| 6M | -29.4% | +2.7% | -32.1% | -30.2% |
| YTD | -29.7% | +2.1% | -31.9% | -30.5% |
| 1Y | -40.0% | +16.2% | -56.3% | -44.7% |
| 3Y | +231.0% | +129.3% | +101.7% | +130.8% |
| 5Y | +500.1% | +191.7% | +308.3% | +268.7% |
| 10Y | +1,004.2% | +759.2% | +245.0% | +338.6% |
| All | +897.3% | +725.0% | +172.4% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling