+840.6%
VLO vs PFGC
+419.1%
+421.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +5.2% | -2.2% | +7.4% | +6.0% |
| 30D | +22.6% | -11.9% | +34.5% | +27.6% |
| 3M | +43.8% | +5.0% | +38.8% | +40.5% |
| 6M | +65.7% | +8.6% | +57.1% | +58.5% |
| YTD | +131.1% | +9.7% | +121.4% | +118.5% |
| 1Y | +143.6% | -6.3% | +149.9% | +143.0% |
| 3Y | +201.4% | +58.2% | +143.2% | +146.5% |
| 5Y | +568.9% | +110.4% | +458.5% | +370.3% |
| 10Y | +891.8% | +272.8% | +619.1% | +479.5% |
| All | +840.6% | +419.1% | +421.5% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling