+601.6%
VLO vs PSA
+15.2%
+586.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.8% | -0.4% | +6.2% | +5.8% |
| 30D | +28.3% | -8.2% | +36.5% | +30.1% |
| 3M | +48.7% | -2.1% | +50.9% | +48.9% |
| 6M | +71.9% | -0.2% | +72.1% | +71.1% |
| YTD | +138.7% | +18.5% | +120.2% | +128.2% |
| 1Y | +148.5% | +6.6% | +141.9% | +142.8% |
| 3Y | +192.7% | +24.5% | +168.2% | +171.7% |
| 5Y | +601.6% | +13.6% | +588.0% | +568.2% |
| All | +601.6% | +15.2% | +586.4% | +568.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling