+37,066.7%
VLO vs PPG
+2,691.0%
+34,375.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +4.5% |
| 7D | +5.8% | 0.0% | +5.7% | +5.7% |
| 30D | +28.3% | -7.8% | +36.1% | +33.1% |
| 3M | +48.7% | -2.2% | +50.9% | +48.3% |
| 6M | +71.9% | +4.1% | +67.8% | +62.5% |
| YTD | +138.7% | +9.1% | +129.6% | +119.2% |
| 1Y | +148.5% | +1.0% | +147.5% | +135.6% |
| 3Y | +192.7% | -13.3% | +205.9% | +194.2% |
| 5Y | +601.6% | -19.2% | +620.8% | +600.3% |
| 10Y | +900.2% | +25.9% | +874.3% | +701.0% |
| All | +37,066.7% | +2,691.0% | +34,375.6% | +10,335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling