+210.2%
PM vs VLO
+903.8%
-693.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.7% |
| 7D | -1.3% | +5.8% | -7.1% | -2.1% |
| 30D | -2.6% | +28.3% | -30.9% | -6.1% |
| 3M | +5.8% | +48.7% | -42.9% | -0.5% |
| 6M | +10.6% | +71.9% | -61.4% | +1.3% |
| YTD | +17.2% | +138.7% | -121.5% | +1.5% |
| 1Y | +17.6% | +148.5% | -130.8% | +1.1% |
| 3Y | +124.3% | +192.7% | -68.4% | +83.5% |
| 5Y | +125.1% | +601.6% | -476.6% | +49.3% |
| All | +210.2% | +903.8% | -693.6% | +80.0% |
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