+24.1%
PFE vs VLO
+143.4%
-119.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +1.8% | +5.2% | -3.5% | +2.0% |
| 30D | +10.2% | +22.6% | -12.4% | +11.5% |
| 3M | +12.7% | +43.8% | -31.1% | +14.8% |
| 6M | +10.5% | +65.7% | -55.2% | +12.9% |
| YTD | +20.2% | +131.1% | -110.9% | +22.7% |
| 1Y | +24.1% | +143.6% | -119.6% | +30.7% |
| All | +24.1% | +143.4% | -119.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling