+120.6%
VLO vs PEG
-6.2%
+126.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -5.6% |
| 7D | -6.0% | +1.0% | -7.0% | -5.7% |
| 30D | -12.9% | +6.6% | -19.5% | -11.8% |
| 3M | +18.3% | -3.1% | +21.5% | +17.1% |
| 6M | +46.4% | -7.4% | +53.8% | +43.7% |
| YTD | +127.7% | -6.4% | +134.2% | +121.5% |
| 1Y | +120.6% | -7.4% | +128.1% | +116.2% |
| All | +120.6% | -6.2% | +126.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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