+911.8%
VLO vs PSA
+101.3%
+810.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -3.6% | +7.6% | +5.0% |
| 30D | +19.0% | -9.4% | +28.4% | +22.0% |
| 3M | +50.0% | -8.2% | +58.2% | +52.9% |
| 6M | +79.1% | -1.8% | +81.0% | +78.3% |
| YTD | +140.3% | +15.7% | +124.5% | +127.5% |
| 1Y | +148.3% | +6.3% | +142.0% | +140.6% |
| 3Y | +194.6% | +21.6% | +173.1% | +168.8% |
| 5Y | +609.6% | +13.5% | +596.1% | +548.8% |
| All | +911.8% | +101.3% | +810.5% | +611.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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