+790.3%
VLO vs PWR
+1,844.4%
-1,054.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +9.6% | +11.3% | -1.7% | +5.0% |
| 30D | -17.4% | -8.9% | -8.5% | -15.2% |
| 3M | +10.8% | -10.5% | +21.3% | +13.8% |
| 6M | +56.9% | -22.2% | +79.1% | +68.0% |
| YTD | +136.8% | +42.7% | +94.0% | +88.5% |
| 1Y | +120.7% | +41.1% | +79.5% | +76.0% |
| 3Y | +231.9% | +242.7% | -10.8% | +51.0% |
| 5Y | +479.0% | +418.5% | +60.5% | +92.2% |
| All | +790.3% | +1,844.4% | -1,054.1% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling