+588.7%
VLO vs PGR
+159.7%
+428.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +18.2% | +4.9% | +13.3% | +16.9% |
| 3M | +53.3% | +7.6% | +45.7% | +50.2% |
| 6M | +70.4% | +8.3% | +62.2% | +66.6% |
| YTD | +143.4% | +1.7% | +141.6% | +140.8% |
| 1Y | +153.0% | -6.8% | +159.8% | +155.5% |
| 3Y | +195.0% | +73.4% | +121.5% | +143.2% |
| All | +588.7% | +159.7% | +428.9% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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