+120.6%
VLO vs PR
+87.5%
+33.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.8% | -2.3% |
| 7D | -6.0% | -12.1% | +6.2% | +0.6% |
| 30D | -12.9% | +0.9% | -13.8% | -13.0% |
| 3M | +18.3% | +10.1% | +8.2% | +12.1% |
| 6M | +46.4% | +1.1% | +45.3% | +45.5% |
| YTD | +127.7% | +63.7% | +64.1% | +87.0% |
| 1Y | +120.6% | +87.0% | +33.6% | +69.9% |
| All | +120.6% | +87.5% | +33.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling