-0.7%
PLD vs VLO
+412.5%
-413.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | -0.8% | -13.3% | +12.5% | +1.0% |
| 30D | -0.3% | -18.3% | +18.0% | +2.2% |
| 3M | -8.0% | +14.3% | -22.4% | -10.1% |
| 6M | -9.8% | +47.6% | -57.4% | -15.1% |
| YTD | +1.8% | +116.0% | -114.2% | -10.8% |
| 1Y | +5.6% | +101.0% | -95.4% | -6.4% |
| 3Y | +33.3% | +199.0% | -165.8% | +9.4% |
| All | -0.7% | +412.5% | -413.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling