+3,280.0%
PFE vs VLO
+35,889.1%
-32,609.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | +5.2% | -3.5% | +0.9% |
| 30D | +10.2% | +22.6% | -12.4% | +6.6% |
| 3M | +12.7% | +43.8% | -31.1% | +5.9% |
| 6M | +10.5% | +65.7% | -55.2% | +1.0% |
| YTD | +20.2% | +131.1% | -110.9% | +3.5% |
| 1Y | +24.1% | +143.6% | -119.6% | +5.7% |
| 3Y | -3.6% | +201.4% | -204.9% | -22.2% |
| 5Y | -20.9% | +568.9% | -589.8% | -46.0% |
| 10Y | +35.8% | +891.8% | -856.0% | -19.2% |
| All | +3,280.0% | +35,889.1% | -32,609.1% | +863.2% |
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