+432.9%
VLO vs PCOR
-10.3%
+443.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -13.3% | +22.7% | -36.0% | -15.8% |
| 30D | -18.3% | +37.5% | -55.8% | -21.9% |
| 3M | +14.3% | +35.2% | -20.9% | +9.1% |
| 6M | +47.6% | +42.2% | +5.4% | +39.2% |
| YTD | +116.0% | +3.6% | +112.4% | +111.8% |
| 1Y | +101.0% | -4.8% | +105.8% | +99.7% |
| 3Y | +199.0% | +48.3% | +150.7% | +179.0% |
| 5Y | +419.0% | -20.1% | +439.1% | +391.9% |
| All | +432.9% | -10.3% | +443.2% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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