+609.6%
VLO vs PPG
-24.6%
+634.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +4.0% | -5.1% | +9.1% | +5.0% |
| 30D | +19.0% | -9.6% | +28.6% | +21.2% |
| 3M | +50.0% | -6.4% | +56.4% | +51.0% |
| 6M | +79.1% | +0.5% | +78.6% | +75.5% |
| YTD | +140.3% | +4.4% | +135.8% | +131.7% |
| 1Y | +148.3% | -0.9% | +149.2% | +142.8% |
| 3Y | +194.6% | -17.0% | +211.6% | +197.8% |
| 5Y | +609.6% | -23.7% | +633.2% | +635.9% |
| All | +609.6% | -24.6% | +634.2% | +635.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling