+3,899.5%
PG vs VLO
+37,658.9%
-33,759.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -3.4% | +6.2% | -9.6% | -3.9% |
| 30D | -2.6% | +23.5% | -26.1% | -4.3% |
| 3M | -3.3% | +53.9% | -57.2% | -6.8% |
| 6M | -6.7% | +81.7% | -88.4% | -11.6% |
| YTD | +1.7% | +142.5% | -140.7% | -6.1% |
| 1Y | -7.9% | +145.4% | -153.4% | -15.2% |
| 3Y | +0.9% | +197.3% | -196.4% | -9.6% |
| 5Y | +12.6% | +614.6% | -602.0% | -8.4% |
| 10Y | +117.2% | +938.9% | -821.7% | +63.1% |
| All | +3,899.5% | +37,658.9% | -33,759.4% | +1,855.4% |
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