+601.6%
VLO vs PFG
+110.7%
+490.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.0% |
| 7D | +5.8% | +6.0% | -0.2% | +2.5% |
| 30D | +28.3% | +2.2% | +26.1% | +26.7% |
| 3M | +48.7% | +10.4% | +38.4% | +40.6% |
| 6M | +71.9% | +27.8% | +44.1% | +49.1% |
| YTD | +138.7% | +33.6% | +105.0% | +101.3% |
| 1Y | +148.5% | +49.3% | +99.2% | +95.7% |
| 3Y | +192.7% | +69.7% | +122.9% | +112.1% |
| 5Y | +601.6% | +111.3% | +490.3% | +316.2% |
| All | +601.6% | +110.7% | +490.9% | +316.2% |
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