+921.0%
VLO vs PFGC
+300.0%
+621.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +6.2% | -3.7% | +10.0% | +7.6% |
| 30D | +23.5% | -16.0% | +39.5% | +30.7% |
| 3M | +53.9% | -4.1% | +58.0% | +55.1% |
| 6M | +81.7% | +8.7% | +73.0% | +73.3% |
| YTD | +142.5% | +6.4% | +136.1% | +131.3% |
| 1Y | +145.4% | -8.4% | +153.8% | +146.6% |
| 3Y | +197.3% | +61.8% | +135.6% | +139.8% |
| 5Y | +614.6% | +108.7% | +505.9% | +398.2% |
| All | +921.0% | +300.0% | +621.1% | +494.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling