+35,889.1%
VLO vs PEG
+2,907.1%
+32,982.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | +22.6% | -2.4% | +25.0% | +23.9% |
| 3M | +43.8% | -4.8% | +48.6% | +46.6% |
| 6M | +65.7% | -10.7% | +76.4% | +73.2% |
| YTD | +131.1% | -6.7% | +137.8% | +135.7% |
| 1Y | +143.6% | -6.8% | +150.5% | +147.9% |
| 3Y | +201.4% | +34.5% | +166.9% | +151.5% |
| 5Y | +568.9% | +35.8% | +533.1% | +444.6% |
| 10Y | +891.8% | +141.7% | +750.1% | +506.8% |
| All | +35,889.1% | +2,907.1% | +32,982.0% | +9,909.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling