+420.0%
VLO vs PTC
+55.9%
+364.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -18.3% | +0.8% | -19.1% | -18.4% |
| 3M | +14.3% | +32.1% | -17.8% | +7.2% |
| 6M | +47.6% | +42.6% | +5.0% | +35.2% |
| YTD | +116.0% | +12.0% | +104.0% | +109.7% |
| 1Y | +101.0% | +12.2% | +88.9% | +95.0% |
| 3Y | +199.0% | +31.2% | +167.8% | +171.8% |
| All | +420.0% | +55.9% | +364.0% | +350.2% |
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