+924.9%
VLO vs PBR
+697.0%
+227.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +5.3% | +5.4% | -0.1% | +3.2% |
| 30D | +18.2% | +22.9% | -4.6% | +9.0% |
| 3M | +53.3% | +19.6% | +33.7% | +42.7% |
| 6M | +70.4% | +16.5% | +54.0% | +60.3% |
| YTD | +143.4% | +86.7% | +56.7% | +90.5% |
| 1Y | +153.0% | +74.7% | +78.3% | +102.7% |
| 3Y | +195.0% | +102.6% | +92.4% | +118.7% |
| 5Y | +618.8% | +566.6% | +52.2% | +219.7% |
| All | +924.9% | +697.0% | +227.9% | +280.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling