+202.4%
VLO vs PWR
+195.8%
+6.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +5.2% | +3.6% | +1.6% | +4.9% |
| 30D | +22.6% | -8.6% | +31.2% | +23.5% |
| 3M | +43.8% | -13.2% | +56.9% | +45.0% |
| 6M | +65.7% | +9.9% | +55.8% | +62.4% |
| YTD | +131.1% | +48.0% | +83.1% | +117.2% |
| 1Y | +143.6% | +66.2% | +77.5% | +124.6% |
| All | +202.4% | +195.8% | +6.6% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling