+192.7%
VLO vs PEG
+34.5%
+158.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | +5.8% | +1.0% | +4.7% | +5.7% |
| 30D | +28.3% | -1.9% | +30.2% | +28.6% |
| 3M | +48.7% | -3.7% | +52.4% | +49.2% |
| 6M | +71.9% | -9.4% | +81.3% | +73.7% |
| YTD | +138.7% | -6.0% | +144.7% | +138.8% |
| 1Y | +148.5% | -4.4% | +152.8% | +147.3% |
| 3Y | +192.7% | +33.5% | +159.1% | +176.6% |
| All | +192.7% | +34.5% | +158.2% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling