+778.9%
VLO vs PPL
+65.0%
+713.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +6.8% | -2.2% | +8.9% | +8.0% |
| 30D | -17.9% | +1.7% | -19.5% | -18.8% |
| 3M | +13.5% | +0.1% | +13.4% | +13.1% |
| 6M | +53.0% | -1.5% | +54.6% | +52.7% |
| YTD | +133.7% | +3.0% | +130.8% | +125.5% |
| 1Y | +115.7% | -1.4% | +117.1% | +113.3% |
| 3Y | +231.9% | +53.5% | +178.5% | +142.0% |
| 5Y | +471.6% | +46.4% | +425.2% | +319.8% |
| All | +778.9% | +65.0% | +713.9% | +471.8% |
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