+601.6%
VLO vs PTC
+1.8%
+599.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +4.5% |
| 7D | +5.8% | -12.8% | +18.6% | +8.9% |
| 30D | +28.3% | -9.8% | +38.1% | +31.0% |
| 3M | +48.7% | -2.1% | +50.8% | +48.3% |
| 6M | +71.9% | -18.1% | +90.0% | +78.8% |
| YTD | +138.7% | -23.5% | +162.2% | +152.1% |
| 1Y | +148.5% | -37.4% | +185.8% | +176.7% |
| 3Y | +192.7% | -7.2% | +199.9% | +187.5% |
| 5Y | +601.6% | +2.7% | +599.0% | +571.6% |
| All | +601.6% | +1.8% | +599.8% | +571.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling