+754.3%
VLO vs PCG
-76.4%
+830.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | -16.6% | -0.5% | -16.1% | -16.6% |
| 3M | +12.3% | -24.0% | +36.2% | +14.5% |
| 6M | +47.8% | -18.6% | +66.5% | +49.7% |
| YTD | +126.7% | -17.7% | +144.4% | +128.9% |
| 1Y | +105.4% | -20.0% | +125.4% | +107.8% |
| 3Y | +222.0% | -20.2% | +242.2% | +224.1% |
| 5Y | +449.8% | +8.4% | +441.5% | +437.2% |
| 10Y | +754.3% | -76.4% | +830.7% | +723.5% |
| All | +754.3% | -76.4% | +830.7% | +723.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling