+743.6%
VLO vs PTC
+326.2%
+417.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | -17.8% | +0.7% | -18.5% | -17.9% |
| 3M | +19.6% | +32.6% | -13.0% | +6.9% |
| 6M | +49.3% | +33.6% | +15.7% | +32.0% |
| YTD | +122.4% | +12.4% | +110.0% | +107.6% |
| 1Y | +107.4% | +11.2% | +96.2% | +94.3% |
| 3Y | +223.1% | +31.7% | +191.4% | +176.3% |
| 5Y | +432.2% | +60.1% | +372.2% | +308.0% |
| 10Y | +743.6% | +317.2% | +426.5% | +318.5% |
| All | +743.6% | +326.2% | +417.5% | +318.5% |
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