+754.3%
VLO vs PR
+72.8%
+681.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.1% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | -16.6% | -4.6% | -12.0% | -15.7% |
| 3M | +12.3% | +4.7% | +7.6% | +11.0% |
| 6M | +47.8% | +12.4% | +35.4% | +43.8% |
| YTD | +126.7% | +62.9% | +63.9% | +103.3% |
| 1Y | +105.4% | +70.6% | +34.8% | +82.2% |
| 3Y | +222.0% | +90.0% | +132.0% | +177.7% |
| 5Y | +449.8% | +255.5% | +194.3% | +308.9% |
| 10Y | +754.3% | +78.7% | +675.6% | +511.8% |
| All | +754.3% | +72.8% | +681.5% | +511.8% |
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