+537.6%
VLO vs PL
+41.8%
+495.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.2% |
| 7D | +6.8% | +22.3% | -15.5% | +5.8% |
| 30D | -17.9% | -8.3% | -9.5% | -17.7% |
| 3M | +13.5% | -43.3% | +56.8% | +16.0% |
| 6M | +53.0% | -65.8% | +118.9% | +59.0% |
| YTD | +133.7% | -29.5% | +163.3% | +131.9% |
| 1Y | +115.7% | +11.7% | +103.9% | +107.9% |
| 3Y | +231.9% | +540.6% | -308.6% | +176.7% |
| 5Y | +471.6% | +32.9% | +438.7% | +398.5% |
| All | +537.6% | +41.8% | +495.8% | +464.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling