+1,747.8%
PLD vs VLO
+10,024.8%
-8,277.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +5.2% | -7.6% | -3.8% |
| 30D | -2.4% | +22.6% | -25.0% | -8.1% |
| 3M | -3.8% | +43.8% | -47.6% | -13.8% |
| 6M | 0.0% | +65.7% | -65.7% | -15.0% |
| YTD | +9.2% | +131.1% | -121.9% | -16.1% |
| 1Y | +25.9% | +143.6% | -117.7% | -5.2% |
| 3Y | +21.3% | +201.4% | -180.1% | -16.4% |
| 5Y | +14.1% | +568.9% | -554.8% | -41.6% |
| 10Y | +237.9% | +891.8% | -653.9% | +30.4% |
| All | +1,747.8% | +10,024.8% | -8,277.0% | +303.6% |
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