+601.6%
VLO vs PEGA
-47.9%
+649.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +3.6% |
| 7D | +5.8% | -2.4% | +8.2% | +5.9% |
| 30D | +28.3% | +9.6% | +18.7% | +27.4% |
| 3M | +48.7% | +2.3% | +46.4% | +48.0% |
| 6M | +71.9% | -23.9% | +95.8% | +74.7% |
| YTD | +138.7% | -39.8% | +178.4% | +147.0% |
| 1Y | +148.5% | -37.4% | +185.9% | +155.8% |
| 3Y | +192.7% | +53.1% | +139.5% | +178.8% |
| 5Y | +601.6% | -47.2% | +648.9% | +670.9% |
| All | +601.6% | -47.9% | +649.6% | +670.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling