+790.3%
VLO vs PSX
+368.0%
+422.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +9.6% | +7.8% | +1.8% | +1.8% |
| 30D | -17.4% | -10.9% | -6.5% | -7.2% |
| 3M | +10.8% | +14.5% | -3.7% | -2.7% |
| 6M | +56.9% | +56.1% | +0.8% | +1.7% |
| YTD | +136.8% | +109.6% | +27.2% | +14.9% |
| 1Y | +120.7% | +95.5% | +25.1% | +14.3% |
| 3Y | +231.9% | +156.2% | +75.7% | +29.5% |
| 5Y | +479.0% | +310.0% | +169.0% | +39.3% |
| All | +790.3% | +368.0% | +422.3% | +93.4% |
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