+458.7%
ORLY vs PENG
+644.0%
-185.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.7% | -16.1% | +15.4% | 0.0% |
| 30D | +3.4% | -41.5% | +44.9% | +5.9% |
| 3M | -3.1% | -19.1% | +16.0% | -2.9% |
| 6M | -3.8% | +0.9% | -4.8% | -6.7% |
| YTD | -2.0% | +128.2% | -130.2% | -11.2% |
| 1Y | -8.9% | +98.6% | -107.5% | -16.7% |
| 3Y | +36.0% | +188.2% | -152.2% | +16.5% |
| 5Y | +106.9% | +55.5% | +51.4% | +81.6% |
| All | +458.7% | +644.0% | -185.3% | +372.6% |
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