+420.0%
VLO vs PENG
+42.1%
+377.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -2.5% |
| 7D | -13.3% | -19.4% | +6.1% | -11.8% |
| 30D | -18.3% | -42.4% | +24.1% | -14.7% |
| 3M | +14.3% | -25.6% | +40.0% | +15.9% |
| 6M | +47.6% | +7.3% | +40.4% | +41.0% |
| YTD | +116.0% | +113.9% | +2.1% | +88.4% |
| 1Y | +101.0% | +93.6% | +7.4% | +77.3% |
| 3Y | +199.0% | +170.2% | +28.8% | +140.7% |
| All | +420.0% | +42.1% | +377.9% | +310.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling