+117.4%
PM vs VLO
+567.8%
-450.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +5.2% | -10.1% | -5.1% |
| 30D | -3.4% | +22.6% | -26.0% | -4.3% |
| 3M | +5.2% | +43.8% | -38.6% | +3.3% |
| 6M | +3.7% | +65.7% | -62.0% | +1.0% |
| YTD | +15.8% | +131.1% | -115.3% | +10.1% |
| 1Y | +17.4% | +143.6% | -126.3% | +11.2% |
| 3Y | +116.9% | +201.4% | -84.5% | +99.4% |
| All | +117.4% | +567.8% | -450.4% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling