+203.1%
VLO vs PENG
+153.0%
+50.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.2% | -2.1% |
| 7D | -8.7% | -36.7% | +28.0% | -5.9% |
| 30D | -16.2% | -42.0% | +25.8% | -13.4% |
| 3M | +16.2% | -33.2% | +49.4% | +18.3% |
| 6M | +39.8% | +2.1% | +37.7% | +35.3% |
| YTD | +119.0% | +90.3% | +28.7% | +97.8% |
| 1Y | +110.8% | +67.7% | +43.2% | +93.1% |
| All | +203.1% | +153.0% | +50.1% | +144.6% |
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 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