+54.4%
PYPL vs VLO
+790.8%
-736.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +0.1% | +9.6% | -9.6% | -1.6% |
| 30D | +5.7% | -17.4% | +23.1% | +9.0% |
| 3M | -1.9% | +10.8% | -12.7% | -4.4% |
| 6M | +31.8% | +56.9% | -25.1% | +19.6% |
| YTD | +2.4% | +136.8% | -134.3% | -15.6% |
| 1Y | -8.2% | +120.7% | -128.9% | -23.3% |
| 3Y | +10.2% | +231.9% | -221.7% | -17.0% |
| 5Y | -71.2% | +479.0% | -550.2% | -81.1% |
| All | +54.4% | +790.8% | -736.3% | -14.5% |
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 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