+1.7%
PEP vs VLO
+149.2%
-147.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.7% |
| 7D | +0.1% | +5.8% | -5.7% | +0.3% |
| 30D | +0.7% | +28.3% | -27.7% | +1.6% |
| 3M | -0.5% | +48.7% | -49.3% | +1.0% |
| 6M | -11.3% | +71.9% | -83.2% | -9.6% |
| YTD | -0.6% | +138.7% | -139.3% | +1.9% |
| 1Y | +1.7% | +148.5% | -146.8% | +6.3% |
| All | +1.7% | +149.2% | -147.6% | +6.3% |
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