+682.1%
VLO vs PENG
+644.0%
+38.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -9.5% | -16.1% | +6.5% | -7.6% |
| 30D | -19.1% | -41.5% | +22.3% | -13.3% |
| 3M | +11.4% | -19.1% | +30.5% | +12.4% |
| 6M | +46.7% | +0.9% | +45.8% | +37.9% |
| YTD | +118.6% | +128.2% | -9.6% | +74.3% |
| 1Y | +99.9% | +98.6% | +1.3% | +63.0% |
| 3Y | +210.5% | +188.2% | +22.3% | +121.0% |
| 5Y | +432.7% | +55.5% | +377.2% | +298.5% |
| All | +682.1% | +644.0% | +38.1% | +373.4% |
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