+683.3%
VLO vs PENG
+520.3%
+163.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.2% | -0.3% |
| 7D | -8.7% | -36.7% | +28.0% | -2.6% |
| 30D | -16.2% | -42.0% | +25.8% | -10.1% |
| 3M | +16.2% | -33.2% | +49.4% | +20.9% |
| 6M | +39.8% | +2.1% | +37.7% | +30.5% |
| YTD | +119.0% | +90.3% | +28.7% | +79.8% |
| 1Y | +110.8% | +67.7% | +43.2% | +76.7% |
| 3Y | +201.7% | +154.2% | +47.4% | +118.7% |
| 5Y | +426.2% | +28.3% | +397.9% | +306.6% |
| All | +683.3% | +520.3% | +163.0% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling