+743.6%
VLO vs PCAR
+326.7%
+417.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +0.8% |
| 7D | -6.5% | +2.9% | -9.4% | -8.2% |
| 30D | -17.8% | -2.1% | -15.6% | -17.0% |
| 3M | +19.6% | -20.4% | +39.9% | +36.0% |
| 6M | +49.3% | -7.0% | +56.2% | +52.6% |
| YTD | +122.4% | -2.6% | +125.0% | +117.0% |
| 1Y | +107.4% | +9.8% | +97.7% | +86.4% |
| 3Y | +223.1% | +37.3% | +185.8% | +139.1% |
| 5Y | +432.2% | +116.4% | +315.8% | +171.8% |
| 10Y | +743.6% | +293.0% | +450.7% | +184.6% |
| All | +743.6% | +326.7% | +417.0% | +184.6% |
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