+17.1%
OXY vs PENG
+661.7%
-644.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.4% | -2.5% |
| 7D | -8.2% | -3.8% | -4.4% | -8.4% |
| 30D | -7.2% | -40.1% | +32.9% | -1.1% |
| 3M | +0.2% | -21.8% | +22.0% | +1.3% |
| 6M | +6.1% | +3.3% | +2.8% | -1.4% |
| YTD | +37.5% | +133.6% | -96.1% | +7.5% |
| 1Y | +37.7% | +110.7% | -73.0% | +9.4% |
| 3Y | -2.8% | +204.3% | -207.0% | -32.9% |
| 5Y | +77.6% | +54.4% | +23.3% | +30.8% |
| All | +17.1% | +661.7% | -644.6% | -30.2% |
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