+168.1%
PM vs VLO
+412.5%
-244.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -5.2% | -13.3% | +8.1% | -4.7% |
| 30D | +2.7% | -18.3% | +21.0% | +3.5% |
| 3M | +6.1% | +14.3% | -8.2% | +5.5% |
| 6M | +18.0% | +47.6% | -29.6% | +15.8% |
| YTD | +26.6% | +116.0% | -89.4% | +20.9% |
| 1Y | +36.7% | +101.0% | -64.3% | +31.2% |
| 3Y | +146.0% | +199.0% | -53.0% | +125.9% |
| All | +168.1% | +412.5% | -244.4% | +131.5% |
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 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