+120.6%
VLO vs PCG
-14.1%
+134.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.7% |
| 7D | -6.0% | +1.9% | -7.9% | -5.8% |
| 30D | -12.9% | +8.5% | -21.4% | -12.2% |
| 3M | +18.3% | -22.9% | +41.2% | +15.5% |
| 6M | +46.4% | -16.8% | +63.2% | +44.0% |
| YTD | +127.7% | -15.8% | +143.5% | +118.0% |
| 1Y | +120.6% | -16.0% | +136.6% | +111.9% |
| All | +120.6% | -14.1% | +134.7% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling