+43.4%
XOM vs PENG
+108.0%
-64.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -9.9% | -0.4% |
| 7D | -8.3% | -3.8% | -4.5% | -8.2% |
| 30D | -2.5% | -40.1% | +37.6% | -4.7% |
| 3M | +8.3% | -21.8% | +30.1% | +7.8% |
| 6M | +15.5% | +3.3% | +12.1% | +19.1% |
| YTD | +39.6% | +133.6% | -94.0% | +52.2% |
| All | +43.4% | +108.0% | -64.6% | +55.6% |
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