+119.6%
EOG vs PENG
+597.2%
-477.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.8% | +0.1% |
| 7D | -11.1% | -19.4% | +8.3% | -9.3% |
| 30D | +2.7% | -42.4% | +45.1% | +8.5% |
| 3M | +8.8% | -25.6% | +34.4% | +10.4% |
| 6M | +10.8% | +7.3% | +3.5% | +3.3% |
| YTD | +44.6% | +113.9% | -69.3% | +19.8% |
| 1Y | +44.6% | +93.6% | -49.0% | +21.4% |
| 3Y | +29.5% | +170.2% | -140.7% | -2.8% |
| 5Y | +96.3% | +44.2% | +52.1% | +53.6% |
| All | +119.6% | +597.2% | -477.5% | +43.5% |
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