+143.6%
VLO vs PL
+176.6%
-33.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +5.2% | -9.3% | +14.5% | +5.2% |
| 30D | +22.6% | -18.9% | +41.5% | +22.6% |
| 3M | +43.8% | -58.4% | +102.1% | +43.7% |
| 6M | +65.7% | -30.3% | +96.1% | +65.3% |
| YTD | +131.1% | -8.1% | +139.2% | +130.1% |
| 1Y | +143.6% | +180.5% | -36.9% | +148.9% |
| All | +143.6% | +176.6% | -33.0% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling