+120.6%
VLO vs PWR
+31.4%
+89.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -11.7% | +5.9% | -5.2% |
| 7D | -6.0% | -4.4% | -1.6% | -5.5% |
| 30D | -12.9% | -15.1% | +2.2% | -12.3% |
| 3M | +18.3% | -16.2% | +34.6% | +18.9% |
| 6M | +46.4% | -23.3% | +69.8% | +45.1% |
| YTD | +127.7% | +37.6% | +90.1% | +127.8% |
| 1Y | +120.6% | +32.4% | +88.2% | +121.9% |
| All | +120.6% | +31.4% | +89.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling