+3,159.9%
PEP vs VLO
+35,889.1%
-32,729.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +5.2% | -6.6% | -1.9% |
| 30D | +0.2% | +22.6% | -22.4% | -2.0% |
| 3M | -1.1% | +43.8% | -44.9% | -5.1% |
| 6M | -13.5% | +65.7% | -79.2% | -18.5% |
| YTD | -1.2% | +131.1% | -132.3% | -10.4% |
| 1Y | -1.6% | +143.6% | -145.2% | -11.4% |
| 3Y | -12.5% | +201.4% | -213.9% | -24.0% |
| 5Y | +3.0% | +568.9% | -565.9% | -19.9% |
| 10Y | +73.9% | +891.8% | -817.9% | +22.9% |
| All | +3,159.9% | +35,889.1% | -32,729.2% | +1,067.3% |
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 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