+23.2%
PFE vs VLO
+106.2%
-83.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.5% |
| 7D | -3.0% | -0.4% | -2.5% | -3.0% |
| 30D | +5.2% | -16.6% | +21.8% | +4.0% |
| 3M | +12.2% | +12.3% | 0.0% | +13.0% |
| 6M | +17.8% | +47.8% | -30.1% | +20.2% |
| YTD | +26.2% | +126.7% | -100.5% | +26.9% |
| 1Y | +23.2% | +105.4% | -82.2% | +25.1% |
| All | +23.2% | +106.2% | -83.1% | +25.1% |
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