+938.9%
VLO vs PFG
+239.8%
+699.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | +6.2% | +3.2% | +3.0% | +3.6% |
| 30D | +23.5% | +0.9% | +22.5% | +22.2% |
| 3M | +53.9% | +7.7% | +46.1% | +44.8% |
| 6M | +81.7% | +29.0% | +52.7% | +48.3% |
| YTD | +142.5% | +32.5% | +110.0% | +93.4% |
| 1Y | +145.4% | +47.3% | +98.1% | +79.8% |
| 3Y | +197.3% | +68.2% | +129.1% | +92.6% |
| 5Y | +614.6% | +108.5% | +506.1% | +271.9% |
| 10Y | +938.9% | +241.4% | +697.5% | +218.4% |
| All | +938.9% | +239.8% | +699.1% | +218.4% |
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