+790.3%
VLO vs PPL
+67.2%
+723.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | +9.6% | -0.4% | +10.0% | +9.8% |
| 30D | -17.4% | +2.6% | -20.0% | -18.8% |
| 3M | +10.8% | +0.8% | +10.0% | +9.9% |
| 6M | +56.9% | +1.4% | +55.5% | +54.0% |
| YTD | +136.8% | +4.3% | +132.5% | +126.9% |
| 1Y | +120.7% | +0.8% | +119.9% | +115.5% |
| 3Y | +231.9% | +57.9% | +174.0% | +137.9% |
| 5Y | +479.0% | +48.3% | +430.7% | +322.2% |
| All | +790.3% | +67.2% | +723.2% | +475.1% |
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