+50.7%
PFE vs VLO
+749.3%
-698.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | +5.2% | -16.6% | +21.8% | +7.4% |
| 3M | +12.2% | +12.3% | 0.0% | +10.1% |
| 6M | +17.8% | +47.8% | -30.1% | +11.1% |
| YTD | +26.2% | +126.7% | -100.5% | +11.4% |
| 1Y | +23.2% | +105.4% | -82.2% | +10.3% |
| 3Y | +21.3% | +222.0% | -200.7% | +0.1% |
| 5Y | -23.1% | +449.8% | -472.9% | -43.3% |
| 10Y | +50.7% | +754.3% | -703.6% | +1.6% |
| All | +50.7% | +749.3% | -698.6% | +1.6% |
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