+470.2%
VLO vs PCOR
-30.9%
+501.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.6% |
| 7D | +5.2% | -9.0% | +14.2% | +6.6% |
| 30D | +22.6% | +4.2% | +18.4% | +21.7% |
| 3M | +43.8% | +14.4% | +29.4% | +40.4% |
| 6M | +65.7% | +0.2% | +65.6% | +63.9% |
| YTD | +131.1% | -20.3% | +151.4% | +135.8% |
| 1Y | +143.6% | -16.1% | +159.8% | +146.2% |
| 3Y | +201.4% | -14.7% | +216.1% | +199.3% |
| 5Y | +568.9% | -43.2% | +612.0% | +562.9% |
| All | +470.2% | -30.9% | +501.2% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling