+754.3%
VLO vs PEG
+161.7%
+592.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | -16.6% | +5.0% | -21.6% | -18.6% |
| 3M | +12.3% | -0.3% | +12.6% | +12.1% |
| 6M | +47.8% | -2.7% | +50.5% | +48.6% |
| YTD | +126.7% | -5.1% | +131.8% | +128.7% |
| 1Y | +105.4% | -8.3% | +113.6% | +110.7% |
| 3Y | +222.0% | +33.0% | +188.9% | +161.4% |
| 5Y | +449.8% | +41.3% | +408.6% | +317.2% |
| 10Y | +754.3% | +164.5% | +589.8% | +381.3% |
| All | +754.3% | +161.7% | +592.6% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling