+267.6%
PM vs VLO
+753.0%
-485.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | -7.1% | -0.4% | -6.6% | -7.0% |
| 30D | -2.8% | -16.6% | +13.8% | -0.4% |
| 3M | +6.3% | +12.3% | -5.9% | +4.1% |
| 6M | +9.6% | +47.8% | -38.2% | +2.7% |
| YTD | +25.6% | +126.7% | -101.1% | +9.1% |
| 1Y | +29.7% | +105.4% | -75.7% | +14.4% |
| 3Y | +147.6% | +222.0% | -74.4% | +97.5% |
| 5Y | +160.1% | +449.8% | -289.7% | +79.9% |
| All | +267.6% | +753.0% | -485.4% | +108.5% |
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