+4.4%
PEP vs VLO
+117.8%
-113.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.3% |
| 7D | +2.9% | +9.6% | -6.7% | +3.1% |
| 30D | +12.5% | -17.4% | +29.9% | +12.3% |
| 3M | +4.5% | +10.8% | -6.2% | +5.0% |
| 6M | -0.5% | +56.9% | -57.4% | +0.5% |
| YTD | +4.4% | +136.8% | -132.4% | +2.9% |
| 1Y | +4.4% | +120.7% | -116.3% | +3.9% |
| All | +4.4% | +117.8% | -113.4% | +3.9% |
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