+65.4%
PYPL vs VLO
+753.4%
-688.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.8% |
| 7D | +2.2% | -6.5% | +8.6% | +3.4% |
| 30D | +8.1% | -17.8% | +25.9% | +11.8% |
| 3M | +1.9% | +19.6% | -17.7% | -2.4% |
| 6M | +33.1% | +49.3% | -16.1% | +21.2% |
| YTD | +3.8% | +122.4% | -118.6% | -14.3% |
| 1Y | -8.3% | +107.4% | -115.8% | -23.2% |
| 3Y | +11.9% | +223.1% | -211.2% | -16.6% |
| 5Y | -70.4% | +432.2% | -502.7% | -80.8% |
| 10Y | +47.2% | +743.6% | -696.5% | -23.1% |
| All | +65.4% | +753.4% | -688.0% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling