+768.4%
VLO vs PPL
+62.0%
+706.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -13.3% | +0.4% | -13.7% | -13.6% |
| 30D | -18.3% | +5.4% | -23.8% | -20.8% |
| 3M | +14.3% | +4.3% | +10.1% | +11.3% |
| 6M | +47.6% | -1.3% | +49.0% | +47.2% |
| YTD | +116.0% | +4.7% | +111.3% | +106.7% |
| 1Y | +101.0% | +1.3% | +99.8% | +95.9% |
| 3Y | +199.0% | +57.2% | +141.8% | +115.8% |
| 5Y | +419.0% | +48.2% | +370.8% | +280.6% |
| All | +768.4% | +62.0% | +706.4% | +491.2% |
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