+33,533.0%
VLO vs PTC
+8,817.5%
+24,715.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 6M | +47.6% | +42.6% | +5.0% | +37.7% |
| YTD | +116.0% | +12.0% | +104.0% | +108.7% |
| 1Y | +101.0% | +12.2% | +88.9% | +94.1% |
| 3Y | +199.0% | +31.2% | +167.8% | +180.2% |
| 5Y | +419.0% | +54.9% | +364.2% | +368.7% |
| 10Y | +778.2% | +343.1% | +435.0% | +572.4% |
| All | +33,533.0% | +8,817.5% | +24,715.5% | +15,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling