+26.7%
OXY vs PENG
+755.0%
-728.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.5% | +7.8% | -8.3% | -1.7% |
| 30D | +8.5% | -12.2% | +20.7% | +10.3% |
| 3M | +6.0% | -20.6% | +26.6% | +6.8% |
| 6M | +13.0% | +180.9% | -168.0% | -11.9% |
| YTD | +48.9% | +162.3% | -113.4% | +17.0% |
| 1Y | +36.4% | +107.3% | -70.9% | +11.2% |
| 3Y | -2.3% | +110.8% | -113.1% | -27.8% |
| 5Y | +160.6% | +117.8% | +42.8% | +81.1% |
| All | +26.7% | +755.0% | -728.3% | -24.0% |
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 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