+231.9%
VLO vs PTC
+29.1%
+202.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.6% | +0.5% | +9.2% | +9.5% |
| 30D | -17.4% | +1.2% | -18.6% | -17.6% |
| 3M | +10.8% | +27.4% | -16.6% | +5.5% |
| 6M | +56.9% | +39.2% | +17.8% | +46.1% |
| YTD | +136.8% | +12.5% | +124.3% | +134.0% |
| 1Y | +120.7% | +12.3% | +108.4% | +118.1% |
| 3Y | +231.9% | +28.8% | +203.1% | +182.3% |
| All | +231.9% | +29.1% | +202.8% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling