+924.9%
VLO vs PNR
+66.2%
+858.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +5.3% | -6.0% | +11.3% | +8.3% |
| 30D | +18.2% | -14.0% | +32.2% | +26.5% |
| 3M | +53.3% | -21.7% | +75.0% | +69.1% |
| 6M | +70.4% | -37.3% | +107.7% | +106.4% |
| YTD | +143.4% | -45.1% | +188.5% | +212.1% |
| 1Y | +153.0% | -49.1% | +202.1% | +237.3% |
| 3Y | +195.0% | -14.8% | +209.8% | +186.2% |
| 5Y | +618.8% | -21.0% | +639.8% | +611.3% |
| All | +924.9% | +66.2% | +858.7% | +468.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling