+116.1%
PG vs VLO
+946.8%
-830.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -0.8% | +5.3% | -6.1% | -1.1% |
| 30D | +0.8% | +18.2% | -17.4% | 0.0% |
| 3M | -1.3% | +53.3% | -54.7% | -3.5% |
| 6M | -3.8% | +70.4% | -74.3% | -6.6% |
| YTD | +3.6% | +143.4% | -139.8% | -1.8% |
| 1Y | -5.7% | +153.0% | -158.7% | -11.0% |
| 3Y | +1.6% | +195.0% | -193.4% | -5.9% |
| 5Y | +14.6% | +618.8% | -604.2% | -3.2% |
| All | +116.1% | +946.8% | -830.7% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling