+202.4%
VLO vs PPL
+57.3%
+145.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +2.7% | +2.5% | +5.1% |
| 30D | +22.6% | +0.5% | +22.1% | +22.5% |
| 3M | +43.8% | +0.7% | +43.1% | +43.5% |
| 6M | +65.7% | -7.6% | +73.3% | +66.8% |
| YTD | +131.1% | +1.8% | +129.3% | +129.3% |
| 1Y | +143.6% | -0.8% | +144.4% | +142.8% |
| All | +202.4% | +57.3% | +145.2% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling