+33,946.6%
VLO vs PPL
+2,153.2%
+31,793.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -9.5% | 0.0% | -9.6% | -9.6% |
| 30D | -19.1% | +4.3% | -23.4% | -20.8% |
| 3M | +11.4% | +2.9% | +8.4% | +9.5% |
| 6M | +46.7% | +1.1% | +45.6% | +44.7% |
| YTD | +118.6% | +4.5% | +114.2% | +111.2% |
| 1Y | +99.9% | +0.1% | +99.8% | +96.8% |
| 3Y | +210.5% | +55.7% | +154.8% | +142.4% |
| 5Y | +432.7% | +47.6% | +385.1% | +321.3% |
| 10Y | +717.1% | +66.8% | +650.3% | +505.8% |
| All | +33,946.6% | +2,153.2% | +31,793.4% | +12,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling