+11,363.3%
VLO vs PBR
+1,864.5%
+9,498.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.3% | +2.0% |
| 7D | +5.8% | +2.5% | +3.3% | +4.8% |
| 30D | +28.3% | +19.4% | +9.0% | +20.0% |
| 3M | +48.7% | +20.8% | +27.9% | +38.3% |
| 6M | +71.9% | +23.5% | +48.4% | +58.5% |
| YTD | +138.7% | +83.4% | +55.3% | +89.4% |
| 1Y | +148.5% | +77.6% | +70.9% | +99.0% |
| 3Y | +192.7% | +99.9% | +92.8% | +120.0% |
| 5Y | +601.6% | +567.7% | +33.9% | +221.4% |
| 10Y | +900.2% | +621.5% | +278.7% | +274.9% |
| All | +11,363.3% | +1,864.5% | +9,498.9% | +2,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling