+7,462.1%
VLO vs PFG
+1,003.0%
+6,459.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.2% |
| 7D | -6.5% | +2.3% | -8.8% | -7.6% |
| 30D | -17.8% | +7.6% | -25.4% | -20.7% |
| 3M | +19.6% | +2.5% | +17.1% | +17.6% |
| 6M | +49.3% | +16.6% | +32.7% | +38.0% |
| YTD | +122.4% | +34.1% | +88.3% | +91.7% |
| 1Y | +107.4% | +44.1% | +63.4% | +73.0% |
| 3Y | +223.1% | +86.3% | +136.8% | +138.3% |
| 5Y | +432.2% | +101.6% | +330.7% | +273.4% |
| 10Y | +743.6% | +197.9% | +545.8% | +405.6% |
| All | +7,462.1% | +1,003.0% | +6,459.2% | +2,699.2% |
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 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