+35,889.1%
VLO vs PNR
+3,652.8%
+32,236.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | -2.4% | +7.6% | +6.2% |
| 30D | +22.6% | -12.8% | +35.4% | +29.0% |
| 3M | +43.8% | -17.0% | +60.8% | +52.5% |
| 6M | +65.7% | -37.4% | +103.2% | +94.3% |
| YTD | +131.1% | -41.6% | +172.7% | +176.1% |
| 1Y | +143.6% | -44.6% | +188.3% | +196.7% |
| 3Y | +201.4% | -12.1% | +213.5% | +199.4% |
| 5Y | +568.9% | -17.4% | +586.3% | +557.5% |
| 10Y | +891.8% | +64.0% | +827.8% | +636.8% |
| All | +35,889.1% | +3,652.8% | +32,236.2% | +14,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling