+120.6%
VLO vs PCAR
+12.4%
+108.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.8% | -5.5% |
| 7D | -6.0% | +3.7% | -9.6% | -5.7% |
| 30D | -12.9% | -2.9% | -9.9% | -12.8% |
| 3M | +18.3% | -21.7% | +40.0% | +16.8% |
| 6M | +46.4% | -6.6% | +53.1% | +45.9% |
| YTD | +127.7% | -2.2% | +130.0% | +125.8% |
| 1Y | +120.6% | +12.2% | +108.4% | +119.4% |
| All | +120.6% | +12.4% | +108.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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