+790.3%
VLO vs PFGC
+351.0%
+439.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +9.6% | +3.4% | +6.2% | +8.4% |
| 30D | -17.4% | +16.9% | -34.3% | -22.3% |
| 3M | +10.8% | +6.4% | +4.4% | +7.3% |
| 6M | +56.9% | +16.0% | +40.9% | +46.6% |
| YTD | +136.8% | +23.6% | +113.1% | +112.6% |
| 1Y | +120.7% | +16.6% | +104.1% | +102.2% |
| 3Y | +231.9% | +82.3% | +149.6% | +154.8% |
| 5Y | +479.0% | +138.7% | +340.3% | +282.8% |
| All | +790.3% | +351.0% | +439.3% | +403.9% |
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