+473.2%
VLO vs PR
+273.3%
+200.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +9.6% | +6.0% | +3.7% | +6.8% |
| 30D | -17.4% | -4.2% | -13.2% | -15.8% |
| 3M | +10.8% | +10.0% | +0.8% | +5.9% |
| 6M | +56.9% | +15.6% | +41.3% | +46.3% |
| YTD | +136.8% | +68.2% | +68.6% | +87.4% |
| 1Y | +120.7% | +79.2% | +41.5% | +69.7% |
| 3Y | +231.9% | +94.9% | +137.0% | +141.0% |
| All | +473.2% | +273.3% | +200.0% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling