+449.3%
ORLY vs PENG
+762.7%
-313.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +0.2% |
| 7D | -0.7% | +4.5% | -5.2% | -1.0% |
| 30D | -5.9% | -7.1% | +1.2% | -5.6% |
| 3M | -0.6% | -27.3% | +26.7% | +0.2% |
| 6M | -6.8% | +169.6% | -176.4% | -15.4% |
| YTD | -3.6% | +164.6% | -168.3% | -12.6% |
| 1Y | -16.3% | +109.5% | -125.8% | -23.1% |
| 3Y | +39.1% | +98.9% | -59.8% | +23.4% |
| 5Y | +125.4% | +116.3% | +9.2% | +93.6% |
| All | +449.3% | +762.7% | -313.4% | +365.0% |
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