+14.3%
PFE vs VLO
+194.5%
-180.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.6% |
| 7D | -3.7% | -13.3% | +9.6% | -3.2% |
| 30D | +5.0% | -18.3% | +23.3% | +5.7% |
| 3M | +12.2% | +14.3% | -2.2% | +10.9% |
| 6M | +14.6% | +47.6% | -33.1% | +11.3% |
| YTD | +24.1% | +116.0% | -91.8% | +15.6% |
| 1Y | +26.6% | +101.0% | -74.4% | +18.8% |
| 3Y | +14.3% | +199.0% | -184.7% | +6.7% |
| All | +14.3% | +194.5% | -180.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling