+190.7%
CVX vs PENG
+762.7%
-572.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.0% |
| 7D | +3.3% | +4.5% | -1.2% | +2.8% |
| 30D | +12.9% | -7.1% | +20.0% | +13.4% |
| 3M | +11.7% | -27.3% | +39.0% | +13.2% |
| 6M | +14.1% | +169.6% | -155.4% | -3.5% |
| YTD | +40.7% | +164.6% | -123.9% | +18.8% |
| 1Y | +37.5% | +109.5% | -72.0% | +19.0% |
| 3Y | +43.9% | +98.9% | -55.0% | +17.5% |
| 5Y | +161.5% | +116.3% | +45.2% | +101.7% |
| All | +190.7% | +762.7% | -572.0% | +97.8% |
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