+210.5%
VLO vs PDD
-26.6%
+237.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -9.5% | -1.0% | -8.6% | -9.5% |
| 30D | -19.1% | -2.4% | -16.7% | -19.1% |
| 3M | +11.4% | -14.6% | +26.0% | +12.7% |
| 6M | +46.7% | -19.6% | +66.4% | +49.1% |
| YTD | +118.6% | -30.0% | +148.6% | +125.3% |
| 1Y | +99.9% | -42.5% | +142.4% | +111.2% |
| 3Y | +210.5% | -27.2% | +237.7% | +216.0% |
| All | +210.5% | -26.6% | +237.1% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 3y: compounded portfolio wealth divided by compounded PDD 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…
3y analysis · Full analysis span regression · 6 months rolling