+197.2%
CVX vs PENG
+720.8%
-523.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | -0.1% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | -0.8% | -37.8% | +37.0% | +3.1% |
| 3M | +9.4% | -14.1% | +23.5% | +9.2% |
| 6M | +17.5% | +13.1% | +4.4% | +10.4% |
| YTD | +43.8% | +151.8% | -107.9% | +20.1% |
| 1Y | +41.9% | +136.0% | -94.1% | +19.3% |
| 3Y | +69.1% | +217.9% | -148.8% | +29.7% |
| 5Y | +128.3% | +64.1% | +64.2% | +82.2% |
| All | +197.2% | +720.8% | -523.6% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling