+250.9%
PM vs VLO
+728.0%
-477.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -6.6% | -9.5% | +2.9% | -5.3% |
| 30D | -3.4% | -19.1% | +15.7% | -0.6% |
| 3M | +5.3% | +11.4% | -6.0% | +3.3% |
| 6M | +15.5% | +46.7% | -31.2% | +8.3% |
| YTD | +24.3% | +118.6% | -94.4% | +8.5% |
| 1Y | +29.7% | +99.9% | -70.2% | +14.8% |
| 3Y | +144.9% | +210.5% | -65.6% | +96.4% |
| 5Y | +159.0% | +432.7% | -273.7% | +79.8% |
| 10Y | +250.9% | +717.1% | -466.2% | +98.8% |
| All | +250.9% | +728.0% | -477.1% | +98.8% |
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 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