+672.6%
VLO vs PENG
+597.2%
+75.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -3.3% |
| 7D | -13.3% | -19.4% | +6.1% | -10.9% |
| 30D | -18.3% | -42.4% | +24.1% | -12.3% |
| 3M | +14.3% | -25.6% | +40.0% | +16.9% |
| 6M | +47.6% | +7.3% | +40.4% | +36.9% |
| YTD | +116.0% | +113.9% | +2.1% | +73.9% |
| 1Y | +101.0% | +93.6% | +7.4% | +64.4% |
| 3Y | +199.0% | +170.2% | +28.8% | +115.0% |
| 5Y | +419.0% | +44.2% | +374.9% | +293.3% |
| All | +672.6% | +597.2% | +75.5% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling