+145.4%
VLO vs PEGA
-38.8%
+184.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +1.7% |
| 7D | +6.2% | -6.1% | +12.4% | +6.5% |
| 30D | +23.5% | +6.4% | +17.1% | +23.1% |
| 3M | +53.9% | +2.9% | +50.9% | +53.5% |
| 6M | +81.7% | -23.8% | +105.5% | +83.6% |
| YTD | +142.5% | -41.1% | +183.5% | +156.7% |
| 1Y | +145.4% | -38.2% | +183.7% | +156.2% |
| All | +145.4% | -38.8% | +184.3% | +156.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling