+195.0%
VLO vs PPG
-17.4%
+212.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.3% | -6.2% | +11.6% | +6.0% |
| 30D | +18.2% | -7.9% | +26.2% | +19.3% |
| 3M | +53.3% | -10.2% | +63.6% | +54.8% |
| 6M | +70.4% | +2.7% | +67.8% | +66.2% |
| YTD | +143.4% | +4.9% | +138.5% | +133.8% |
| 1Y | +153.0% | -3.2% | +156.2% | +150.4% |
| 3Y | +195.0% | -17.0% | +212.0% | +185.6% |
| All | +195.0% | -17.4% | +212.3% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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