+196.3%
CVX vs PENG
+597.2%
-400.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | -1.4% |
| 7D | -9.7% | -19.4% | +9.7% | -8.2% |
| 30D | +3.6% | -42.4% | +46.0% | +8.6% |
| 3M | +13.3% | -25.6% | +39.0% | +14.8% |
| 6M | +16.9% | +7.3% | +9.6% | +10.0% |
| YTD | +43.4% | +113.9% | -70.5% | +21.9% |
| 1Y | +44.5% | +93.6% | -49.1% | +24.2% |
| 3Y | +64.0% | +170.2% | -106.3% | +28.0% |
| 5Y | +126.4% | +44.2% | +82.2% | +82.7% |
| All | +196.3% | +597.2% | -400.9% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling