+834.3%
VLO vs PR
+169.5%
+664.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +5.2% | +2.9% | +2.3% | +4.5% |
| 30D | +22.6% | +18.0% | +4.6% | +18.0% |
| 3M | +43.8% | +16.9% | +26.9% | +38.6% |
| 6M | +65.7% | +28.2% | +37.5% | +56.7% |
| YTD | +131.1% | +69.3% | +61.8% | +105.5% |
| 1Y | +143.6% | +69.5% | +74.1% | +116.3% |
| 3Y | +201.4% | +81.7% | +119.7% | +161.9% |
| 5Y | +568.9% | +422.2% | +146.6% | +365.2% |
| 10Y | +891.8% | +110.4% | +781.4% | +558.5% |
| All | +834.3% | +169.5% | +664.9% | +508.9% |
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