+35,889.1%
VLO vs PPL
+2,096.5%
+33,792.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +2.7% | +2.5% | +3.9% |
| 30D | +22.6% | +0.5% | +22.1% | +22.2% |
| 3M | +43.8% | +0.7% | +43.1% | +42.6% |
| 6M | +65.7% | -7.6% | +73.3% | +70.6% |
| YTD | +131.1% | +1.8% | +129.3% | +126.4% |
| 1Y | +143.6% | -0.8% | +144.4% | +141.1% |
| 3Y | +201.4% | +56.9% | +144.5% | +134.1% |
| 5Y | +568.9% | +39.5% | +529.4% | +444.4% |
| 10Y | +891.8% | +55.4% | +836.4% | +659.2% |
| All | +35,889.1% | +2,096.5% | +33,792.6% | +13,480.3% |
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