+231.9%
VLO vs PEGA
+46.3%
+185.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | -17.4% | -4.1% | -13.3% | -17.1% |
| 3M | +10.8% | -2.8% | +13.6% | +10.8% |
| 6M | +56.9% | -0.4% | +57.4% | +56.0% |
| YTD | +136.8% | -45.4% | +182.2% | +149.8% |
| 1Y | +120.7% | -42.6% | +163.3% | +131.2% |
| 3Y | +231.9% | +45.4% | +186.5% | +212.0% |
| All | +231.9% | +46.3% | +185.6% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling