+530.4%
VLO vs PL
+84.9%
+445.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +5.2% | -9.3% | +14.5% | +5.6% |
| 30D | +22.6% | -18.9% | +41.5% | +23.7% |
| 3M | +43.8% | -58.4% | +102.1% | +48.8% |
| 6M | +65.7% | -30.3% | +96.1% | +65.9% |
| YTD | +131.1% | -8.1% | +139.2% | +127.3% |
| 1Y | +143.6% | +180.5% | -36.9% | +122.4% |
| 3Y | +201.4% | +444.1% | -242.8% | +154.1% |
| 5Y | +568.9% | +83.0% | +485.9% | +481.0% |
| All | +530.4% | +84.9% | +445.5% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling