+21,573.8%
VLO vs PEGA
+1,209.2%
+20,364.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +5.2% | +3.3% | +1.9% | +4.9% |
| 30D | +22.6% | +17.7% | +4.8% | +20.6% |
| 3M | +43.8% | +5.8% | +38.0% | +42.4% |
| 6M | +65.7% | -20.3% | +86.0% | +68.2% |
| YTD | +131.1% | -37.1% | +168.2% | +139.0% |
| 1Y | +143.6% | -30.2% | +173.8% | +148.9% |
| 3Y | +201.4% | +48.1% | +153.3% | +180.5% |
| 5Y | +568.9% | -46.8% | +615.7% | +569.2% |
| 10Y | +891.8% | +191.3% | +700.5% | +754.8% |
| All | +21,573.8% | +1,209.2% | +20,364.6% | +15,500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling