+3,391.6%
PFE vs VLO
+33,533.0%
-30,141.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | -3.7% | -13.3% | +9.6% | -1.5% |
| 30D | +5.0% | -18.3% | +23.3% | +8.1% |
| 3M | +12.2% | +14.3% | -2.2% | +9.2% |
| 6M | +14.6% | +47.6% | -33.1% | +6.6% |
| YTD | +24.1% | +116.0% | -91.8% | +7.7% |
| 1Y | +26.6% | +101.0% | -74.4% | +11.0% |
| 3Y | +14.3% | +199.0% | -184.7% | -7.9% |
| 5Y | -21.9% | +419.0% | -441.0% | -44.4% |
| 10Y | +62.6% | +778.2% | -715.5% | -1.7% |
| All | +3,391.6% | +33,533.0% | -30,141.4% | +901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling