+199.0%
VLO vs PDD
-23.2%
+222.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -13.3% | +5.6% | -18.9% | -13.7% |
| 30D | -18.3% | +5.8% | -24.1% | -18.7% |
| 3M | +14.3% | -8.6% | +23.0% | +15.1% |
| 6M | +47.6% | -18.8% | +66.5% | +50.1% |
| YTD | +116.0% | -26.8% | +142.7% | +121.9% |
| 1Y | +101.0% | -39.3% | +140.3% | +111.4% |
| 3Y | +199.0% | -22.5% | +221.5% | +204.3% |
| All | +199.0% | -23.2% | +222.2% | +204.3% |
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