+911.8%
VLO vs PEG
+148.3%
+763.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | +19.0% | -2.8% | +21.7% | +20.5% |
| 3M | +50.0% | -6.9% | +56.9% | +54.6% |
| 6M | +79.1% | -11.4% | +90.5% | +88.0% |
| YTD | +140.3% | -7.4% | +147.7% | +145.6% |
| 1Y | +148.3% | -8.3% | +156.6% | +154.4% |
| 3Y | +194.6% | +31.5% | +163.1% | +140.9% |
| 5Y | +609.6% | +38.0% | +571.6% | +447.1% |
| All | +911.8% | +148.3% | +763.5% | +510.2% |
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 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