+92.5%
EOG vs PENG
+42.1%
+50.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.8% | +0.9% |
| 7D | -11.1% | -19.4% | +8.3% | -10.3% |
| 30D | +2.7% | -42.4% | +45.1% | +5.2% |
| 3M | +8.8% | -25.6% | +34.4% | +9.4% |
| 6M | +10.8% | +7.3% | +3.5% | +6.5% |
| YTD | +44.6% | +113.9% | -69.3% | +29.8% |
| 1Y | +44.6% | +93.6% | -49.0% | +30.9% |
| 3Y | +29.5% | +170.2% | -140.7% | +9.0% |
| All | +92.5% | +42.1% | +50.4% | +55.4% |
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