+108.2%
EOG vs PENG
+66.2%
+42.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +7.4% | +34.6% | -27.2% | +5.7% |
| 30D | +2.3% | -35.9% | +38.2% | +4.1% |
| 3M | +9.5% | -14.7% | +24.1% | +9.4% |
| 6M | +17.7% | +13.5% | +4.1% | +13.3% |
| YTD | +52.9% | +156.1% | -103.2% | +36.0% |
| 1Y | +47.7% | +141.3% | -93.7% | +32.0% |
| 3Y | +41.1% | +223.4% | -182.3% | +17.8% |
| 5Y | +108.2% | +67.4% | +40.8% | +69.1% |
| All | +108.2% | +66.2% | +42.1% | +69.1% |
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