+736.2%
VLO vs PENG
+735.0%
+1.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | +6.8% | +34.6% | -27.9% | +1.7% |
| 30D | -17.9% | -35.9% | +18.1% | -13.2% |
| 3M | +13.5% | -14.7% | +28.2% | +13.7% |
| 6M | +53.0% | +13.5% | +39.5% | +41.1% |
| YTD | +133.7% | +156.1% | -22.4% | +82.9% |
| 1Y | +115.7% | +141.3% | -25.7% | +70.3% |
| 3Y | +231.9% | +223.4% | +8.5% | +132.0% |
| 5Y | +471.6% | +67.4% | +404.2% | +323.9% |
| All | +736.2% | +735.0% | +1.2% | +396.9% |
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