+3,309.4%
PEP vs VLO
+35,208.6%
-31,899.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +13.6% | -16.6% | +30.2% | +15.6% |
| 3M | +5.1% | +12.3% | -7.2% | +3.5% |
| 6M | -1.6% | +47.8% | -49.5% | -6.1% |
| YTD | +3.3% | +126.7% | -123.4% | -6.3% |
| 1Y | +3.2% | +105.4% | -102.1% | -5.4% |
| 3Y | -3.9% | +222.0% | -225.9% | -17.3% |
| 5Y | +4.0% | +449.8% | -445.8% | -17.3% |
| 10Y | +90.1% | +754.3% | -664.2% | +36.4% |
| All | +3,309.4% | +35,208.6% | -31,899.2% | +1,120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling