+868.5%
VLO vs PCG
-75.9%
+944.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +5.2% | -13.9% | +19.1% | +6.3% |
| 30D | +22.6% | -16.9% | +39.5% | +24.1% |
| 3M | +43.8% | -14.7% | +58.5% | +45.1% |
| 6M | +65.7% | -23.8% | +89.6% | +68.8% |
| YTD | +131.1% | -10.5% | +141.6% | +131.8% |
| 1Y | +143.6% | -5.1% | +148.7% | +142.8% |
| 3Y | +201.4% | -11.6% | +213.0% | +200.8% |
| 5Y | +568.9% | +59.0% | +509.9% | +534.6% |
| All | +868.5% | -75.9% | +944.4% | +864.4% |
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