+105.4%
VLO vs PENG
+120.3%
-14.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.3% | -6.6% | +3.3% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -16.6% | -37.8% | +21.2% | -16.1% |
| 3M | +12.3% | -14.1% | +26.4% | +12.1% |
| 6M | +47.8% | +13.1% | +34.7% | +50.7% |
| YTD | +126.7% | +151.8% | -25.1% | +136.2% |
| 1Y | +105.4% | +136.0% | -30.6% | +116.0% |
| All | +105.4% | +120.3% | -14.9% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling