+120.6%
VLO vs PNR
-31.2%
+151.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -4.8% |
| 7D | -6.0% | +11.9% | -17.9% | -2.7% |
| 30D | -12.9% | +37.1% | -50.0% | -4.7% |
| 3M | +18.3% | +5.7% | +12.6% | +23.5% |
| 6M | +46.4% | -5.7% | +52.1% | +50.8% |
| YTD | +127.7% | -29.8% | +157.5% | +117.5% |
| 1Y | +120.6% | -31.8% | +152.4% | +111.5% |
| All | +120.6% | -31.2% | +151.8% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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