+231.9%
VLO vs PNR
+15.8%
+216.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +0.3% | +9.4% | +9.6% |
| 30D | -17.4% | +31.7% | -49.1% | -20.1% |
| 3M | +10.8% | +2.6% | +8.1% | +11.6% |
| 6M | +56.9% | -6.4% | +63.3% | +60.1% |
| YTD | +136.8% | -33.4% | +170.2% | +161.5% |
| 1Y | +120.7% | -35.1% | +155.7% | +146.0% |
| 3Y | +231.9% | +17.1% | +214.8% | +196.4% |
| All | +231.9% | +15.8% | +216.1% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling