+101.0%
VLO vs PL
-3.5%
+104.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.7% | -1.3% |
| 7D | -13.3% | -6.8% | -6.5% | -13.3% |
| 30D | -18.3% | -29.3% | +11.0% | -18.5% |
| 3M | +14.3% | -44.8% | +59.1% | +14.1% |
| 6M | +47.6% | -68.4% | +116.0% | +46.8% |
| YTD | +116.0% | -36.4% | +152.3% | +114.5% |
| 1Y | +101.0% | +0.7% | +100.3% | +102.4% |
| All | +101.0% | -3.5% | +104.5% | +102.4% |
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