+609.6%
VLO vs PBR
+558.3%
+51.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | +4.0% | +4.2% | -0.3% | +2.3% |
| 30D | +19.0% | +22.7% | -3.7% | +9.7% |
| 3M | +50.0% | +21.5% | +28.5% | +38.7% |
| 6M | +79.1% | +24.0% | +55.1% | +64.8% |
| YTD | +140.3% | +88.2% | +52.0% | +88.4% |
| 1Y | +148.3% | +74.8% | +73.5% | +99.8% |
| 3Y | +194.6% | +105.1% | +89.5% | +118.8% |
| 5Y | +609.6% | +572.2% | +37.3% | +201.2% |
| All | +609.6% | +558.3% | +51.2% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling