+35,889.1%
VLO vs PCAR
+15,337.6%
+20,551.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.5% |
| 3M | +43.8% | +5.9% | +37.9% | +39.8% |
| 6M | +65.7% | +0.4% | +65.3% | +63.1% |
| YTD | +131.1% | +14.8% | +116.3% | +115.5% |
| 1Y | +143.6% | +30.1% | +113.5% | +115.3% |
| 3Y | +201.4% | +66.7% | +134.7% | +139.5% |
| 5Y | +568.9% | +166.1% | +402.8% | +339.8% |
| 10Y | +891.8% | +353.7% | +538.1% | +445.5% |
| All | +35,889.1% | +15,337.6% | +20,551.5% | +9,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling