+790.3%
VLO vs PCAR
+288.5%
+501.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +9.6% | +4.9% | +4.7% | +6.6% |
| 30D | -17.4% | -1.4% | -16.0% | -17.0% |
| 3M | +10.8% | -18.1% | +28.9% | +24.0% |
| 6M | +56.9% | -4.0% | +61.0% | +57.5% |
| YTD | +136.8% | -1.5% | +138.2% | +129.4% |
| 1Y | +120.7% | +13.2% | +107.5% | +94.4% |
| 3Y | +231.9% | +35.8% | +196.1% | +147.7% |
| 5Y | +479.0% | +114.6% | +364.4% | +197.9% |
| All | +790.3% | +288.5% | +501.8% | +197.6% |
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