+38.8%
PYPL vs VLO
+919.7%
-881.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -4.3% | +6.2% | -10.6% | -5.4% |
| 30D | -11.5% | +23.5% | -35.0% | -15.0% |
| 3M | +26.1% | +53.9% | -27.7% | +15.7% |
| 6M | +13.7% | +81.7% | -68.0% | +0.3% |
| YTD | -9.8% | +142.5% | -152.3% | -25.6% |
| 1Y | -22.1% | +145.4% | -167.5% | -36.0% |
| 3Y | -13.5% | +197.3% | -210.8% | -33.0% |
| 5Y | -81.6% | +614.6% | -696.2% | -88.4% |
| 10Y | +38.8% | +938.9% | -900.1% | -23.7% |
| All | +38.8% | +919.7% | -881.0% | -23.7% |
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