+117.8%
ORLY vs PENG
+107.7%
+10.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | -2.3% | +7.8% | -10.1% | -2.5% |
| 30D | -8.2% | -12.2% | +4.0% | -8.0% |
| 3M | -3.5% | -20.6% | +17.1% | -3.4% |
| 6M | -9.2% | +180.9% | -190.1% | -13.6% |
| YTD | -5.8% | +162.3% | -168.1% | -10.3% |
| 1Y | -19.3% | +107.3% | -126.5% | -22.6% |
| 3Y | +34.4% | +110.8% | -76.3% | +25.6% |
| 5Y | +117.8% | +117.8% | 0.0% | +107.4% |
| All | +117.8% | +107.7% | +10.2% | +107.4% |
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