+473.2%
VLO vs PL
+31.5%
+441.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +9.6% | +10.0% | -0.4% | +9.2% |
| 30D | -17.4% | -2.3% | -15.1% | -17.4% |
| 3M | +10.8% | -44.2% | +55.0% | +13.2% |
| 6M | +56.9% | -66.1% | +123.0% | +63.1% |
| YTD | +136.8% | -30.0% | +166.7% | +135.0% |
| 1Y | +120.7% | +21.0% | +99.6% | +111.8% |
| 3Y | +231.9% | +516.5% | -284.6% | +177.4% |
| All | +473.2% | +31.5% | +441.7% | +396.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling