+195.5%
VLO vs PFGC
+65.1%
+130.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.6% |
| 30D | +22.6% | -11.9% | +34.5% | +25.1% |
| 3M | +43.8% | +5.0% | +38.8% | +41.3% |
| 6M | +65.7% | +8.6% | +57.1% | +61.1% |
| YTD | +131.1% | +9.7% | +121.4% | +121.5% |
| 1Y | +143.6% | -6.3% | +149.9% | +148.4% |
| All | +195.5% | +65.1% | +130.3% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling