+768.4%
VLO vs PR
+66.0%
+702.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -13.3% | -16.4% | +3.1% | -9.7% |
| 30D | -18.3% | -1.9% | -16.4% | -17.9% |
| 3M | +14.3% | +8.0% | +6.4% | +12.3% |
| 6M | +47.6% | +4.1% | +43.5% | +46.0% |
| YTD | +116.0% | +58.7% | +57.3% | +94.8% |
| 1Y | +101.0% | +75.8% | +25.2% | +77.1% |
| 3Y | +199.0% | +73.2% | +125.9% | +163.0% |
| 5Y | +419.0% | +230.1% | +188.9% | +291.4% |
| All | +768.4% | +66.0% | +702.4% | +510.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling