+461.8%
ORLY vs PENG
+597.2%
-135.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -2.4% |
| 7D | +2.0% | -19.4% | +21.5% | +2.9% |
| 30D | +6.2% | -42.4% | +48.6% | +8.9% |
| 3M | -3.7% | -25.6% | +21.9% | -3.1% |
| 6M | -5.2% | +7.3% | -12.4% | -8.6% |
| YTD | -1.4% | +113.9% | -115.3% | -10.4% |
| 1Y | -5.4% | +93.6% | -98.9% | -13.4% |
| 3Y | +41.0% | +170.2% | -129.2% | +21.3% |
| 5Y | +111.3% | +44.2% | +67.1% | +86.3% |
| All | +461.8% | +597.2% | -135.4% | +377.0% |
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