+743.6%
VLO vs PPL
+62.1%
+681.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -6.5% | -1.2% | -5.3% | -5.9% |
| 30D | -17.8% | +4.2% | -22.0% | -19.8% |
| 3M | +19.6% | +1.5% | +18.1% | +18.2% |
| 6M | +49.3% | +1.0% | +48.2% | +46.9% |
| YTD | +122.4% | +4.4% | +118.0% | +113.1% |
| 1Y | +107.4% | +0.8% | +106.7% | +102.7% |
| 3Y | +223.1% | +56.5% | +166.6% | +133.1% |
| 5Y | +432.2% | +47.7% | +384.6% | +289.7% |
| 10Y | +743.6% | +64.4% | +679.2% | +453.5% |
| All | +743.6% | +62.1% | +681.5% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling