+754.3%
VLO vs PCAR
+290.1%
+464.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.3% |
| 7D | -0.4% | +2.2% | -2.6% | -1.7% |
| 30D | -16.6% | +0.3% | -16.9% | -17.0% |
| 3M | +12.3% | -17.9% | +30.2% | +25.5% |
| 6M | +47.8% | -3.4% | +51.3% | +47.9% |
| YTD | +126.7% | -0.1% | +126.8% | +118.0% |
| 1Y | +105.4% | +13.4% | +92.0% | +80.9% |
| 3Y | +222.0% | +37.2% | +184.8% | +139.1% |
| 5Y | +449.8% | +117.3% | +332.5% | +181.0% |
| 10Y | +754.3% | +295.0% | +459.4% | +182.0% |
| All | +754.3% | +290.1% | +464.2% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling