+115.7%
VLO vs PENG
+136.5%
-20.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +6.8% | +34.6% | -27.9% | +5.6% |
| 30D | -17.9% | -35.9% | +18.1% | -17.4% |
| 3M | +13.5% | -14.7% | +28.2% | +13.3% |
| 6M | +53.0% | +13.5% | +39.5% | +55.9% |
| YTD | +133.7% | +156.1% | -22.4% | +143.9% |
| 1Y | +115.7% | +141.3% | -25.7% | +126.6% |
| All | +115.7% | +136.5% | -20.9% | +126.6% |
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