+489.1%
VLO vs PL
+28.1%
+461.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.7% | -1.8% |
| 7D | -13.3% | -6.8% | -6.5% | -13.1% |
| 30D | -18.3% | -29.3% | +11.0% | -17.2% |
| 3M | +14.3% | -44.8% | +59.1% | +17.0% |
| 6M | +47.6% | -68.4% | +116.0% | +53.9% |
| YTD | +116.0% | -36.4% | +152.3% | +115.2% |
| 1Y | +101.0% | +0.7% | +100.3% | +94.6% |
| 3Y | +199.0% | +455.3% | -256.3% | +151.0% |
| 5Y | +419.0% | +22.7% | +396.4% | +355.1% |
| All | +489.1% | +28.1% | +461.1% | +424.0% |
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