+911.8%
VLO vs PFGC
+294.6%
+617.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +4.0% | -4.8% | +8.8% | +5.7% |
| 30D | +19.0% | -17.2% | +36.2% | +26.6% |
| 3M | +50.0% | -6.3% | +56.3% | +52.4% |
| 6M | +79.1% | +8.8% | +70.3% | +70.8% |
| YTD | +140.3% | +4.9% | +135.3% | +130.2% |
| 1Y | +148.3% | -9.5% | +157.8% | +150.5% |
| 3Y | +194.6% | +59.6% | +135.0% | +138.7% |
| 5Y | +609.6% | +113.5% | +496.1% | +390.2% |
| All | +911.8% | +294.6% | +617.2% | +491.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling