+20,404.0%
VLO vs PEGA
+1,005.9%
+19,398.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -9.5% | -8.2% | -1.3% | -8.8% |
| 30D | -19.1% | -11.6% | -7.6% | -18.3% |
| 3M | +11.4% | -4.2% | +15.5% | +11.5% |
| 6M | +46.7% | -12.0% | +58.7% | +47.5% |
| YTD | +118.6% | -46.9% | +165.5% | +129.3% |
| 1Y | +99.9% | -47.0% | +146.9% | +109.5% |
| 3Y | +210.5% | +40.9% | +169.6% | +190.1% |
| 5Y | +432.7% | -45.4% | +478.0% | +430.5% |
| 10Y | +717.1% | +95.9% | +621.2% | +627.9% |
| All | +20,404.0% | +1,005.9% | +19,398.0% | +14,868.5% |
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