+440.2%
VLO vs PCOR
-10.0%
+450.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -8.7% | +23.7% | -32.4% | -11.4% |
| 30D | -16.2% | +39.0% | -55.2% | -20.1% |
| 3M | +16.2% | +35.8% | -19.6% | +10.8% |
| 6M | +39.8% | +38.2% | +1.5% | +32.4% |
| YTD | +119.0% | +3.9% | +115.0% | +114.6% |
| 1Y | +110.8% | +5.7% | +105.1% | +106.0% |
| 3Y | +201.7% | +44.8% | +156.9% | +182.0% |
| 5Y | +426.2% | -19.8% | +446.0% | +398.4% |
| All | +440.2% | -10.0% | +450.2% | +414.3% |
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