+120.6%
VLO vs PBR
+74.7%
+45.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.0% | +1.2% | -3.2% |
| 7D | -6.0% | -11.0% | +5.0% | -1.9% |
| 30D | -12.9% | -18.8% | +5.9% | -7.4% |
| 3M | +18.3% | +7.8% | +10.5% | +11.1% |
| 6M | +46.4% | -7.6% | +54.0% | +46.7% |
| YTD | +127.7% | +72.7% | +55.1% | +93.9% |
| 1Y | +120.6% | +72.9% | +47.7% | +86.8% |
| All | +120.6% | +74.7% | +45.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling