+743.6%
VLO vs PCG
-77.2%
+820.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.9% |
| 7D | -6.5% | -1.1% | -5.4% | -6.4% |
| 30D | -17.8% | +0.1% | -17.8% | -17.8% |
| 3M | +19.6% | -24.4% | +44.0% | +22.0% |
| 6M | +49.3% | -17.7% | +66.9% | +51.0% |
| YTD | +122.4% | -17.4% | +139.8% | +124.5% |
| 1Y | +107.4% | -19.4% | +126.8% | +109.8% |
| 3Y | +223.1% | -18.6% | +241.6% | +224.6% |
| 5Y | +432.2% | +10.2% | +422.0% | +419.3% |
| 10Y | +743.6% | -76.7% | +820.3% | +725.9% |
| All | +743.6% | -77.2% | +820.9% | +725.9% |
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 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