+754.3%
VLO vs PFG
+189.4%
+565.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.5% |
| 7D | -0.4% | -2.2% | +1.8% | +1.1% |
| 30D | -16.6% | +6.4% | -22.9% | -20.7% |
| 3M | +12.3% | +2.2% | +10.0% | +9.4% |
| 6M | +47.8% | +16.3% | +31.6% | +30.5% |
| YTD | +126.7% | +33.2% | +93.5% | +79.0% |
| 1Y | +105.4% | +40.6% | +64.8% | +55.5% |
| 3Y | +222.0% | +83.3% | +138.6% | +94.9% |
| 5Y | +449.8% | +97.7% | +352.1% | +197.1% |
| 10Y | +754.3% | +189.9% | +564.5% | +205.9% |
| All | +754.3% | +189.4% | +565.0% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling