+805.1%
VLO vs PFGC
+488.3%
+316.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +1.7% |
| 7D | -6.5% | +10.8% | -17.3% | -10.2% |
| 30D | -17.8% | +17.8% | -35.6% | -22.7% |
| 3M | +19.6% | -2.7% | +22.3% | +19.3% |
| 6M | +49.3% | +20.0% | +29.2% | +38.1% |
| YTD | +122.4% | +24.3% | +98.1% | +99.9% |
| 1Y | +107.4% | +13.2% | +94.2% | +92.5% |
| 3Y | +223.1% | +85.9% | +137.1% | +148.2% |
| 5Y | +432.2% | +141.0% | +291.2% | +254.8% |
| 10Y | +743.6% | +370.6% | +373.0% | +360.4% |
| All | +805.1% | +488.3% | +316.9% | +358.8% |
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