+223.1%
VLO vs PCAR
+36.1%
+187.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.8% |
| 7D | -6.5% | +2.9% | -9.4% | -7.4% |
| 30D | -17.8% | -2.1% | -15.6% | -17.3% |
| 3M | +19.6% | -20.4% | +39.9% | +28.4% |
| 6M | +49.3% | -7.0% | +56.2% | +50.8% |
| YTD | +122.4% | -2.6% | +125.0% | +117.1% |
| 1Y | +107.4% | +9.8% | +97.7% | +90.6% |
| 3Y | +223.1% | +37.3% | +185.8% | +172.4% |
| All | +223.1% | +36.1% | +187.0% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling