+785.2%
VLO vs PR
+147.8%
+637.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -2.8% |
| 7D | -8.7% | -16.5% | +7.9% | -4.8% |
| 30D | -16.2% | -4.5% | -11.7% | -15.3% |
| 3M | +16.2% | +8.5% | +7.6% | +14.0% |
| 6M | +39.8% | -3.3% | +43.1% | +40.6% |
| YTD | +119.0% | +55.7% | +63.2% | +98.5% |
| 1Y | +110.8% | +82.0% | +28.8% | +84.6% |
| 3Y | +201.7% | +62.5% | +139.2% | +169.2% |
| 5Y | +426.2% | +223.9% | +202.3% | +299.8% |
| 10Y | +790.3% | +64.2% | +726.1% | +502.0% |
| All | +785.2% | +147.8% | +637.4% | +488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling