-5.2%
ORLY vs PENG
+11.1%
-16.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -0.9% |
| 7D | +2.0% | -19.4% | +21.5% | +0.9% |
| 30D | +6.2% | -42.4% | +48.6% | +3.2% |
| 3M | -3.7% | -25.6% | +21.9% | -4.7% |
| 6M | -5.2% | +7.3% | -12.4% | -1.5% |
| All | -5.2% | +11.1% | -16.2% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling