+432.2%
VLO vs PFGC
+135.8%
+296.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +2.4% |
| 7D | -6.5% | +10.8% | -17.3% | -8.0% |
| 30D | -17.8% | +17.8% | -35.6% | -20.0% |
| 3M | +19.6% | -2.7% | +22.3% | +20.1% |
| 6M | +49.3% | +20.0% | +29.2% | +43.7% |
| YTD | +122.4% | +24.3% | +98.1% | +110.4% |
| 1Y | +107.4% | +13.2% | +94.2% | +101.0% |
| 3Y | +223.1% | +85.9% | +137.1% | +176.7% |
| 5Y | +432.2% | +141.0% | +291.2% | +325.0% |
| All | +432.2% | +135.8% | +296.5% | +325.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling