+49.6%
PFE vs VLO
+791.1%
-741.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | -4.7% | -6.5% | +1.8% | -3.9% |
| 30D | +3.4% | -17.8% | +21.1% | +5.7% |
| 3M | +9.2% | +19.6% | -10.4% | +6.2% |
| 6M | +15.8% | +49.3% | -33.5% | +9.0% |
| YTD | +23.4% | +122.4% | -98.9% | +9.2% |
| 1Y | +25.8% | +107.4% | -81.6% | +12.4% |
| 3Y | +17.8% | +223.1% | -205.2% | -2.9% |
| 5Y | -20.2% | +432.2% | -452.4% | -40.9% |
| 10Y | +49.6% | +743.6% | -694.1% | -2.0% |
| All | +49.6% | +791.1% | -741.5% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling