+148.5%
VLO vs PTC
-38.1%
+186.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +3.4% |
| 7D | +5.8% | -12.8% | +18.6% | +6.2% |
| 30D | +28.3% | -9.8% | +38.1% | +28.7% |
| 3M | +48.7% | -2.1% | +50.8% | +48.7% |
| 6M | +71.9% | -18.1% | +90.0% | +72.6% |
| YTD | +138.7% | -23.5% | +162.2% | +139.3% |
| 1Y | +148.5% | -37.4% | +185.8% | +141.0% |
| All | +148.5% | -38.1% | +186.5% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling