+29.7%
PM vs VLO
+104.0%
-74.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | -6.6% | -9.5% | +2.9% | -7.2% |
| 30D | -3.4% | -19.1% | +15.7% | -4.6% |
| 3M | +5.3% | +11.4% | -6.0% | +7.1% |
| 6M | +15.5% | +46.7% | -31.2% | +20.0% |
| YTD | +24.3% | +118.6% | -94.4% | +29.0% |
| 1Y | +29.7% | +99.9% | -70.2% | +36.5% |
| All | +29.7% | +104.0% | -74.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling