+67.8%
VTV vs PH
+137.6%
-69.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.5% | -10.3% | +9.8% | +2.7% |
| 3M | +5.3% | +5.1% | +0.2% | +3.3% |
| 6M | +12.9% | +2.3% | +10.6% | +11.3% |
| YTD | +18.5% | +8.7% | +9.8% | +14.5% |
| 1Y | +25.3% | +26.8% | -1.5% | +14.9% |
| All | +67.8% | +137.6% | -69.8% | +26.7% |
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