+3.3%
PEP vs VLO
+419.6%
-416.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | +6.7% | -8.7% | +15.3% | +7.0% |
| 30D | +13.5% | -16.2% | +29.7% | +14.2% |
| 3M | +3.9% | +16.2% | -12.2% | +3.2% |
| 6M | -6.0% | +39.8% | -45.8% | -7.4% |
| YTD | +2.5% | +119.0% | -116.5% | -1.6% |
| 1Y | +3.9% | +110.8% | -106.9% | 0.0% |
| 3Y | -4.7% | +201.7% | -206.3% | -11.0% |
| All | +3.3% | +419.6% | -416.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling