+33,997.0%
VLO vs PPL
+2,170.9%
+31,826.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.6% | -4.2% |
| 7D | -8.7% | +1.0% | -9.7% | -9.2% |
| 30D | -16.2% | +6.8% | -23.0% | -18.9% |
| 3M | +16.2% | +3.9% | +12.3% | +13.7% |
| 6M | +39.8% | -2.0% | +41.8% | +40.0% |
| YTD | +119.0% | +5.3% | +113.7% | +110.7% |
| 1Y | +110.8% | +2.2% | +108.6% | +105.6% |
| 3Y | +201.7% | +56.7% | +145.0% | +134.7% |
| 5Y | +426.2% | +49.1% | +377.1% | +314.2% |
| 10Y | +790.3% | +63.6% | +726.7% | +564.6% |
| All | +33,997.0% | +2,170.9% | +31,826.2% | +12,539.3% |
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