+7,609.7%
VLO vs PFG
+996.3%
+6,613.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.2% |
| 7D | -0.4% | -2.2% | +1.8% | +0.6% |
| 30D | -16.6% | +6.4% | -22.9% | -19.2% |
| 3M | +12.3% | +2.2% | +10.0% | +10.6% |
| 6M | +47.8% | +16.3% | +31.6% | +36.8% |
| YTD | +126.7% | +33.2% | +93.5% | +96.0% |
| 1Y | +105.4% | +40.6% | +64.8% | +73.1% |
| 3Y | +222.0% | +83.3% | +138.6% | +139.1% |
| 5Y | +449.8% | +97.7% | +352.1% | +288.9% |
| 10Y | +754.3% | +189.9% | +564.5% | +417.4% |
| All | +7,609.7% | +996.3% | +6,613.4% | +2,760.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling