+426.2%
VLO vs PL
+11.6%
+414.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.1% | +6.3% | -3.4% |
| 7D | -8.7% | -20.5% | +11.9% | -7.8% |
| 30D | -16.2% | -38.8% | +22.6% | -14.6% |
| 3M | +16.2% | -49.1% | +65.3% | +19.2% |
| 6M | +39.8% | -69.4% | +109.2% | +45.8% |
| YTD | +119.0% | -42.3% | +161.3% | +119.2% |
| 1Y | +110.8% | -14.2% | +125.0% | +105.7% |
| 3Y | +201.7% | +398.7% | -197.0% | +154.4% |
| 5Y | +426.2% | +11.1% | +415.1% | +360.1% |
| All | +426.2% | +11.6% | +414.6% | +360.1% |
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