+609.6%
VLO vs PNR
-21.1%
+630.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +4.0% | -5.5% | +9.5% | +5.0% |
| 30D | +19.0% | -15.6% | +34.6% | +22.5% |
| 3M | +50.0% | -20.2% | +70.2% | +55.5% |
| 6M | +79.1% | -36.6% | +115.7% | +93.9% |
| YTD | +140.3% | -45.0% | +185.3% | +167.8% |
| 1Y | +148.3% | -47.4% | +195.8% | +180.1% |
| 3Y | +194.6% | -13.7% | +208.3% | +193.8% |
| 5Y | +609.6% | -20.8% | +630.4% | +602.8% |
| All | +609.6% | -21.1% | +630.7% | +602.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling