+52.6%
XOM vs PENG
+120.5%
-67.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.1% | +4.5% | -5.0% |
| 7D | -7.0% | -20.5% | +13.5% | -8.0% |
| 30D | +3.2% | -20.4% | +23.6% | +2.3% |
| 3M | +10.7% | -16.4% | +27.1% | +10.3% |
| 6M | +11.6% | +49.2% | -37.6% | +17.8% |
| YTD | +43.5% | +147.2% | -103.7% | +56.6% |
| 1Y | +52.6% | +124.7% | -72.1% | +66.3% |
| All | +52.6% | +120.5% | -67.9% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling