+911.8%
VLO vs PSX
+384.6%
+527.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | +4.0% | +1.5% | +2.5% | +2.5% |
| 30D | +19.0% | +15.8% | +3.2% | +2.9% |
| 3M | +50.0% | +43.0% | +7.0% | +5.4% |
| 6M | +79.1% | +61.1% | +18.0% | +11.9% |
| YTD | +140.3% | +104.5% | +35.7% | +18.9% |
| 1Y | +148.3% | +102.5% | +45.8% | +23.5% |
| 3Y | +194.6% | +133.5% | +61.1% | +25.5% |
| 5Y | +609.6% | +367.0% | +242.6% | +47.6% |
| All | +911.8% | +384.6% | +527.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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