+153.0%
VLO vs PBR
+74.3%
+78.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +5.3% | +5.4% | -0.1% | +2.8% |
| 30D | +18.2% | +22.9% | -4.6% | +7.3% |
| 3M | +53.3% | +19.6% | +33.7% | +40.6% |
| 6M | +70.4% | +16.5% | +54.0% | +60.8% |
| YTD | +143.4% | +86.7% | +56.7% | +93.5% |
| 1Y | +153.0% | +74.7% | +78.3% | +105.3% |
| All | +153.0% | +74.3% | +78.7% | +105.3% |
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