+900.2%
VLO vs PEGA
+175.4%
+724.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +4.1% |
| 7D | +5.8% | -2.4% | +8.2% | +6.2% |
| 30D | +28.3% | +9.6% | +18.7% | +25.9% |
| 3M | +48.7% | +2.3% | +46.4% | +46.8% |
| 6M | +71.9% | -23.9% | +95.8% | +78.8% |
| YTD | +138.7% | -39.8% | +178.4% | +158.4% |
| 1Y | +148.5% | -37.4% | +185.9% | +165.5% |
| 3Y | +192.7% | +53.1% | +139.5% | +141.0% |
| 5Y | +601.6% | -47.2% | +648.9% | +686.6% |
| 10Y | +900.2% | +174.3% | +725.8% | +569.9% |
| All | +900.2% | +175.4% | +724.8% | +569.9% |
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