+199.0%
VLO vs PENG
+184.4%
+14.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -2.3% |
| 7D | -13.3% | -19.4% | +6.1% | -12.2% |
| 30D | -18.3% | -42.4% | +24.1% | -15.6% |
| 3M | +14.3% | -25.6% | +40.0% | +15.5% |
| 6M | +47.6% | +7.3% | +40.4% | +42.5% |
| YTD | +116.0% | +113.9% | +2.1% | +93.4% |
| 1Y | +101.0% | +93.6% | +7.4% | +81.9% |
| 3Y | +199.0% | +170.2% | +28.8% | +139.0% |
| All | +199.0% | +184.4% | +14.7% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling