+199.0%
VLO vs PCG
-21.6%
+220.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -13.3% | -1.6% | -11.7% | -13.3% |
| 30D | -18.3% | +1.4% | -19.7% | -18.3% |
| 3M | +14.3% | -23.4% | +37.7% | +14.3% |
| 6M | +47.6% | -19.4% | +67.0% | +47.2% |
| YTD | +116.0% | -18.5% | +134.5% | +114.1% |
| 1Y | +101.0% | -19.5% | +120.5% | +99.4% |
| 3Y | +199.0% | -21.0% | +220.0% | +189.1% |
| All | +199.0% | -21.6% | +220.6% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling