-2.5%
PFE vs VLO
+199.5%
-202.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +1.8% | +5.2% | -3.5% | +1.5% |
| 30D | +10.2% | +22.6% | -12.4% | +9.1% |
| 3M | +12.7% | +43.8% | -31.1% | +10.5% |
| 6M | +10.5% | +65.7% | -55.2% | +7.1% |
| YTD | +20.2% | +131.1% | -110.9% | +12.9% |
| 1Y | +24.1% | +143.6% | -119.6% | +15.7% |
| All | -2.5% | +199.5% | -202.0% | -10.1% |
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 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