+476.2%
ORLY vs PENG
+689.3%
-213.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.0% |
| 7D | +2.6% | +13.2% | -10.7% | +1.8% |
| 30D | +6.3% | -29.9% | +36.3% | +7.9% |
| 3M | -0.4% | -22.2% | +21.8% | 0.0% |
| 6M | +2.8% | -1.9% | +4.7% | +0.1% |
| YTD | +1.1% | +142.1% | -141.1% | -8.7% |
| 1Y | -6.3% | +151.5% | -157.8% | -15.7% |
| 3Y | +38.9% | +206.9% | -168.1% | +18.5% |
| 5Y | +113.1% | +58.2% | +54.8% | +87.2% |
| All | +476.2% | +689.3% | -213.2% | +385.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling