+900.2%
VLO vs PCG
-75.0%
+975.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.4% | +3.0% |
| 7D | +5.8% | +5.4% | +0.4% | +5.3% |
| 30D | +28.3% | -15.1% | +43.5% | +29.7% |
| 3M | +48.7% | -9.8% | +58.6% | +49.4% |
| 6M | +71.9% | -18.0% | +89.9% | +74.0% |
| YTD | +138.7% | -7.2% | +145.9% | +138.7% |
| 1Y | +148.5% | +2.9% | +145.6% | +145.9% |
| 3Y | +192.7% | -11.1% | +203.8% | +192.0% |
| 5Y | +601.6% | +61.8% | +539.8% | +564.6% |
| 10Y | +900.2% | -75.2% | +975.3% | +893.0% |
| All | +900.2% | -75.0% | +975.2% | +893.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling