+473.2%
VLO vs PCG
+10.2%
+463.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | +9.6% | +2.2% | +7.5% | +9.3% |
| 30D | -17.4% | +0.8% | -18.1% | -17.5% |
| 3M | +10.8% | -23.8% | +34.6% | +14.7% |
| 6M | +56.9% | -19.6% | +76.6% | +60.4% |
| YTD | +136.8% | -16.7% | +153.5% | +138.7% |
| 1Y | +120.7% | -19.4% | +140.0% | +124.0% |
| 3Y | +231.9% | -18.3% | +250.2% | +226.8% |
| All | +473.2% | +10.2% | +463.0% | +394.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling