+695.6%
VLO vs PENG
+661.7%
+33.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.3% | +1.5% |
| 7D | -6.5% | -3.8% | -2.7% | -6.5% |
| 30D | -17.8% | -40.1% | +22.3% | -12.1% |
| 3M | +19.6% | -21.8% | +41.4% | +21.3% |
| 6M | +49.3% | +3.3% | +45.9% | +39.7% |
| YTD | +122.4% | +133.6% | -11.2% | +76.6% |
| 1Y | +107.4% | +110.7% | -3.3% | +67.4% |
| 3Y | +223.1% | +204.3% | +18.8% | +127.7% |
| 5Y | +432.2% | +54.4% | +377.9% | +299.4% |
| All | +695.6% | +661.7% | +33.9% | +379.8% |
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