+231.9%
VLO vs PENG
+209.7%
+22.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.7% |
| 7D | +9.6% | +13.2% | -3.6% | +8.6% |
| 30D | -17.4% | -29.9% | +12.5% | -15.8% |
| 3M | +10.8% | -22.2% | +33.0% | +11.5% |
| 6M | +56.9% | -1.9% | +58.8% | +52.9% |
| YTD | +136.8% | +142.1% | -5.3% | +110.3% |
| 1Y | +120.7% | +151.5% | -30.8% | +94.9% |
| 3Y | +231.9% | +206.9% | +25.0% | +172.8% |
| All | +231.9% | +209.7% | +22.2% | +172.8% |
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