+743.6%
VLO vs PEGA
+99.2%
+644.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.7% |
| 7D | -6.5% | -10.0% | +3.5% | -4.6% |
| 30D | -17.8% | -12.7% | -5.1% | -15.8% |
| 3M | +19.6% | -4.6% | +24.2% | +19.9% |
| 6M | +49.3% | -13.1% | +62.4% | +51.1% |
| YTD | +122.4% | -47.6% | +170.0% | +146.5% |
| 1Y | +107.4% | -47.0% | +154.5% | +129.1% |
| 3Y | +223.1% | +42.0% | +181.0% | +167.2% |
| 5Y | +432.2% | -47.8% | +480.1% | +481.5% |
| 10Y | +743.6% | +92.0% | +651.7% | +476.9% |
| All | +743.6% | +99.2% | +644.5% | +476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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