+171.7%
EOG vs PENG
+115.2%
+56.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -0.9% |
| 7D | +1.3% | +4.5% | -3.3% | +1.0% |
| 30D | +8.2% | -7.1% | +15.3% | +8.4% |
| 3M | +3.8% | -27.3% | +31.1% | +4.8% |
| 6M | +15.3% | +169.6% | -154.3% | +3.2% |
| YTD | +41.7% | +164.6% | -122.9% | +26.7% |
| 1Y | +23.6% | +109.5% | -85.9% | +12.5% |
| 3Y | +23.3% | +98.9% | -75.6% | +8.2% |
| All | +171.7% | +115.2% | +56.5% | +142.7% |
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