+560.5%
VLO vs PCAR
+168.1%
+392.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | -0.1% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | +22.6% | -6.2% | +28.8% | +25.6% |
| 3M | +43.8% | +5.9% | +37.9% | +39.4% |
| 6M | +65.7% | +0.4% | +65.3% | +63.2% |
| YTD | +131.1% | +14.8% | +116.3% | +113.0% |
| 1Y | +143.6% | +30.1% | +113.5% | +109.8% |
| 3Y | +201.4% | +66.7% | +134.7% | +125.1% |
| All | +560.5% | +168.1% | +392.5% | +271.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling