+103.3%
VLO vs PEGA
-47.6%
+150.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.0% |
| 7D | -6.5% | -10.0% | +3.5% | -6.4% |
| 30D | -17.8% | -12.7% | -5.1% | -17.6% |
| 3M | +19.6% | -4.6% | +24.2% | +19.4% |
| 6M | +49.3% | -13.1% | +62.4% | +49.2% |
| YTD | +122.4% | -47.6% | +170.0% | +134.2% |
| All | +103.3% | -47.6% | +150.9% | +114.2% |
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