+193.7%
CVX vs PENG
+661.7%
-467.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.3% | -10.1% | -1.8% |
| 7D | -7.5% | -3.8% | -3.7% | -7.6% |
| 30D | -0.6% | -40.1% | +39.5% | +3.7% |
| 3M | +14.0% | -21.8% | +35.8% | +14.8% |
| 6M | +18.1% | +3.3% | +14.8% | +12.0% |
| YTD | +42.2% | +133.6% | -91.5% | +19.7% |
| 1Y | +41.3% | +110.7% | -69.4% | +20.4% |
| 3Y | +68.3% | +204.3% | -135.9% | +29.6% |
| 5Y | +122.0% | +54.4% | +67.7% | +78.1% |
| All | +193.7% | +661.7% | -467.9% | +99.3% |
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