+36,299.7%
VLO vs PEG
+2,979.7%
+33,320.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +54.2% |
| YTD | +133.7% | -4.4% | +138.2% | +135.2% |
| 1Y | +115.7% | -7.4% | +123.1% | +120.2% |
| 3Y | +231.9% | +33.9% | +198.0% | +177.6% |
| 5Y | +471.6% | +42.3% | +429.3% | +354.7% |
| 10Y | +780.7% | +166.4% | +614.4% | +415.0% |
| All | +36,299.7% | +2,979.7% | +33,320.0% | +9,888.6% |
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 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