+33,533.0%
VLO vs PCG
+85.2%
+33,447.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -13.3% | -1.6% | -11.7% | -13.1% |
| 30D | -18.3% | +1.4% | -19.7% | -18.5% |
| 3M | +14.3% | -23.4% | +37.7% | +18.2% |
| 6M | +47.6% | -19.4% | +67.0% | +51.1% |
| YTD | +116.0% | -18.5% | +134.5% | +120.1% |
| 1Y | +101.0% | -19.5% | +120.5% | +105.1% |
| 3Y | +199.0% | -21.0% | +220.0% | +202.9% |
| 5Y | +419.0% | +13.7% | +405.3% | +393.4% |
| 10Y | +778.2% | -77.2% | +855.3% | +822.1% |
| All | +33,533.0% | +85.2% | +33,447.8% | +18,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling