+105.4%
VLO vs PFGC
+14.2%
+91.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.8% |
| 7D | -0.4% | +1.5% | -1.9% | -0.1% |
| 30D | -16.6% | +17.4% | -34.0% | -11.9% |
| 3M | +12.3% | -2.4% | +14.7% | +12.9% |
| 6M | +47.8% | +18.2% | +29.6% | +56.8% |
| YTD | +126.7% | +23.7% | +103.1% | +143.8% |
| 1Y | +105.4% | +15.0% | +90.4% | +124.2% |
| All | +105.4% | +14.2% | +91.1% | +124.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling