+778.9%
VLO vs PEG
+167.4%
+611.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +6.8% | +2.3% | +4.4% | +5.6% |
| 30D | -17.9% | +6.1% | -24.0% | -20.2% |
| 3M | +13.5% | -0.5% | +14.1% | +13.5% |
| 6M | +53.0% | -3.2% | +56.2% | +54.3% |
| YTD | +133.7% | -4.4% | +138.2% | +135.0% |
| 1Y | +115.7% | -7.4% | +123.1% | +120.3% |
| 3Y | +231.9% | +33.9% | +198.0% | +168.6% |
| 5Y | +471.6% | +42.3% | +429.3% | +332.3% |
| All | +778.9% | +167.4% | +611.5% | +395.9% |
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