+162.6%
CVX vs PENG
+115.2%
+47.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.6% |
| 7D | +3.3% | +4.5% | -1.2% | +3.1% |
| 30D | +12.9% | -7.1% | +20.0% | +13.1% |
| 3M | +11.7% | -27.3% | +39.0% | +12.4% |
| 6M | +14.1% | +169.6% | -155.4% | +4.5% |
| YTD | +40.7% | +164.6% | -123.9% | +28.6% |
| 1Y | +37.5% | +109.5% | -72.0% | +27.6% |
| 3Y | +43.9% | +98.9% | -55.0% | +29.3% |
| All | +162.6% | +115.2% | +47.4% | +128.7% |
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