+717.1%
VLO vs PCAR
+292.6%
+424.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.5% | +3.8% | -13.3% | -11.7% |
| 30D | -19.1% | -2.0% | -17.2% | -18.5% |
| 3M | +11.4% | -19.1% | +30.4% | +25.5% |
| 6M | +46.7% | -6.8% | +53.5% | +49.9% |
| YTD | +118.6% | -2.5% | +121.1% | +113.1% |
| 1Y | +99.9% | +9.7% | +90.2% | +79.7% |
| 3Y | +210.5% | +34.0% | +176.5% | +133.7% |
| 5Y | +432.7% | +113.3% | +319.3% | +175.0% |
| 10Y | +717.1% | +278.2% | +438.9% | +179.0% |
| All | +717.1% | +292.6% | +424.5% | +179.0% |
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