+32.9%
PFE vs VLO
+902.9%
-870.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.8% |
| 7D | -2.7% | +5.8% | -8.4% | -3.4% |
| 30D | +3.8% | +28.3% | -24.5% | +0.4% |
| 3M | +10.4% | +48.7% | -38.4% | +4.3% |
| 6M | +6.3% | +71.9% | -65.6% | -2.0% |
| YTD | +17.4% | +138.7% | -121.3% | +2.9% |
| 1Y | +21.1% | +148.5% | -127.3% | +5.3% |
| 3Y | -1.6% | +192.7% | -194.3% | -17.9% |
| 5Y | -22.2% | +601.6% | -623.8% | -45.5% |
| 10Y | +32.9% | +900.2% | -867.3% | -25.0% |
| All | +32.9% | +902.9% | -870.0% | -25.0% |
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