+125.6%
CVX vs PENG
+42.1%
+83.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | -0.6% |
| 7D | -9.7% | -19.4% | +9.7% | -9.1% |
| 30D | +3.6% | -42.4% | +46.0% | +5.4% |
| 3M | +13.3% | -25.6% | +39.0% | +13.8% |
| 6M | +16.9% | +7.3% | +9.6% | +13.2% |
| YTD | +43.4% | +113.9% | -70.5% | +31.4% |
| 1Y | +44.5% | +93.6% | -49.1% | +33.3% |
| 3Y | +64.0% | +170.2% | -106.3% | +42.9% |
| All | +125.6% | +42.1% | +83.5% | +88.9% |
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