+432.2%
VLO vs PFG
+101.8%
+330.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.0% |
| 7D | -6.5% | +2.3% | -8.8% | -7.6% |
| 30D | -17.8% | +7.6% | -25.4% | -21.0% |
| 3M | +19.6% | +2.5% | +17.1% | +17.5% |
| 6M | +49.3% | +16.6% | +32.7% | +36.6% |
| YTD | +122.4% | +34.1% | +88.3% | +87.3% |
| 1Y | +107.4% | +44.1% | +63.4% | +67.6% |
| 3Y | +223.1% | +86.3% | +136.8% | +124.1% |
| 5Y | +432.2% | +101.6% | +330.7% | +223.2% |
| All | +432.2% | +101.8% | +330.4% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling