+614.6%
VLO vs PEG
+33.9%
+580.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +23.5% | -1.7% | +25.2% | +23.9% |
| 3M | +53.9% | -6.8% | +60.6% | +55.7% |
| 6M | +81.7% | -11.4% | +93.0% | +85.5% |
| YTD | +142.5% | -7.2% | +149.7% | +144.3% |
| 1Y | +145.4% | -6.1% | +151.6% | +146.2% |
| 3Y | +197.3% | +31.8% | +165.6% | +170.7% |
| 5Y | +614.6% | +35.6% | +579.0% | +549.2% |
| All | +614.6% | +33.9% | +580.7% | +549.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling