+131.4%
CVX vs PENG
+66.2%
+65.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +1.6% | +34.6% | -33.0% | +0.5% |
| 30D | -0.6% | -35.9% | +35.3% | +0.6% |
| 3M | +11.0% | -14.7% | +25.7% | +11.0% |
| 6M | +18.4% | +13.5% | +4.9% | +14.9% |
| YTD | +45.9% | +156.1% | -110.2% | +32.9% |
| 1Y | +46.7% | +141.3% | -94.7% | +34.1% |
| 3Y | +71.6% | +223.4% | -151.9% | +48.7% |
| 5Y | +131.4% | +67.4% | +64.0% | +93.4% |
| All | +131.4% | +66.2% | +65.3% | +93.4% |
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