-11.8%
PYPL vs VLO
+200.7%
-212.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.6% |
| 7D | +1.7% | +5.8% | -4.0% | +1.1% |
| 30D | -9.7% | +28.3% | -38.1% | -12.5% |
| 3M | +29.2% | +48.7% | -19.5% | +22.3% |
| 6M | +13.9% | +71.9% | -58.0% | +4.4% |
| YTD | -8.1% | +138.7% | -146.8% | -22.1% |
| 1Y | -21.4% | +148.5% | -169.8% | -34.5% |
| 3Y | -11.8% | +192.7% | -204.5% | -34.8% |
| All | -11.8% | +200.7% | -212.5% | -34.8% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling