+900.2%
VLO vs PTC
+204.7%
+695.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +5.1% |
| 7D | +5.8% | -12.8% | +18.6% | +10.6% |
| 30D | +28.3% | -9.8% | +38.1% | +32.4% |
| 3M | +48.7% | -2.1% | +50.8% | +47.8% |
| 6M | +71.9% | -18.1% | +90.0% | +81.2% |
| YTD | +138.7% | -23.5% | +162.2% | +156.9% |
| 1Y | +148.5% | -37.4% | +185.8% | +187.1% |
| 3Y | +192.7% | -7.2% | +199.9% | +184.7% |
| 5Y | +601.6% | +2.7% | +598.9% | +534.8% |
| 10Y | +900.2% | +203.4% | +696.8% | +448.1% |
| All | +900.2% | +204.7% | +695.4% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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