+120.7%
VLO vs PCG
-19.5%
+140.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.5% |
| 7D | +9.6% | +2.2% | +7.5% | +9.8% |
| 30D | -17.4% | +0.8% | -18.1% | -17.3% |
| 3M | +10.8% | -23.8% | +34.6% | +7.9% |
| 6M | +56.9% | -19.6% | +76.6% | +53.8% |
| YTD | +136.8% | -16.7% | +153.5% | +126.1% |
| 1Y | +120.7% | -19.4% | +140.0% | +109.7% |
| All | +120.7% | -19.5% | +140.2% | +109.7% |
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