+35,889.1%
VLO vs PTC
+6,346.6%
+29,542.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.0% |
| 7D | +5.2% | -10.3% | +15.5% | +7.0% |
| 30D | +22.6% | +1.1% | +21.5% | +22.2% |
| 3M | +43.8% | +1.6% | +42.2% | +42.7% |
| 6M | +65.7% | -13.5% | +79.2% | +68.4% |
| YTD | +131.1% | -19.1% | +150.2% | +136.9% |
| 1Y | +143.6% | -33.9% | +177.5% | +157.4% |
| 3Y | +201.4% | -3.9% | +205.3% | +198.8% |
| 5Y | +568.9% | +6.0% | +562.9% | +545.4% |
| 10Y | +891.8% | +223.7% | +668.1% | +704.0% |
| All | +35,889.1% | +6,346.6% | +29,542.5% | +17,814.0% |
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 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