+18.4%
OXY vs PENG
+597.2%
-578.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.8% |
| 7D | -11.9% | -19.4% | +7.5% | -9.6% |
| 30D | -3.1% | -42.4% | +39.2% | +3.8% |
| 3M | +1.1% | -25.6% | +26.7% | +3.0% |
| 6M | +3.2% | +7.3% | -4.1% | -5.1% |
| YTD | +39.0% | +113.9% | -74.8% | +10.2% |
| 1Y | +42.7% | +93.6% | -50.9% | +15.0% |
| 3Y | -3.5% | +170.2% | -173.8% | -32.1% |
| 5Y | +81.3% | +44.2% | +37.2% | +34.7% |
| All | +18.4% | +597.2% | -578.8% | -28.4% |
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