+203.1%
VLO vs PR
+61.1%
+142.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -1.3% |
| 7D | -8.7% | -16.5% | +7.9% | +0.3% |
| 30D | -16.2% | -4.5% | -11.7% | -14.1% |
| 3M | +16.2% | +8.5% | +7.6% | +10.9% |
| 6M | +39.8% | -3.3% | +43.1% | +41.1% |
| YTD | +119.0% | +55.7% | +63.2% | +73.4% |
| 1Y | +110.8% | +82.0% | +28.8% | +53.7% |
| All | +203.1% | +61.1% | +142.0% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling