+506.6%
VLO vs PL
+46.6%
+460.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.5% | -11.5% | +2.4% |
| 7D | -6.5% | +10.9% | -17.4% | -6.9% |
| 30D | -17.8% | -16.4% | -1.4% | -17.3% |
| 3M | +19.6% | -39.9% | +59.5% | +21.9% |
| 6M | +49.3% | -63.2% | +112.5% | +54.6% |
| YTD | +122.4% | -27.1% | +149.5% | +120.3% |
| 1Y | +107.4% | +12.2% | +95.3% | +100.0% |
| 3Y | +223.1% | +584.3% | -361.2% | +168.5% |
| 5Y | +432.2% | +37.0% | +395.2% | +363.9% |
| All | +506.6% | +46.6% | +460.0% | +436.3% |
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