+202.4%
VLO vs PCOR
-14.4%
+216.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.8% |
| 7D | +5.2% | -9.0% | +14.2% | +7.1% |
| 30D | +22.6% | +4.2% | +18.4% | +21.4% |
| 3M | +43.8% | +14.4% | +29.4% | +39.4% |
| 6M | +65.7% | +0.2% | +65.6% | +63.4% |
| YTD | +131.1% | -20.3% | +151.4% | +139.6% |
| 1Y | +143.6% | -16.1% | +159.8% | +148.4% |
| All | +202.4% | -14.4% | +216.8% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling