-2.6%
PEP vs VLO
+143.4%
-145.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | +5.2% | -7.6% | -2.3% |
| 30D | -0.8% | +22.6% | -23.4% | 0.0% |
| 3M | -2.2% | +43.8% | -45.9% | -0.8% |
| 6M | -14.4% | +65.7% | -80.1% | -12.9% |
| YTD | -2.2% | +131.1% | -133.3% | +0.1% |
| 1Y | -2.6% | +143.6% | -146.2% | +1.8% |
| All | -2.6% | +143.4% | -145.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling