+50.5%
XOM vs PENG
+106.3%
-55.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -2.4% | +7.8% | -10.2% | -2.0% |
| 30D | +5.7% | -12.2% | +17.9% | +5.2% |
| 3M | +6.6% | -20.6% | +27.2% | +6.2% |
| 6M | +7.7% | +180.9% | -173.3% | +13.9% |
| YTD | +36.2% | +162.3% | -126.1% | +44.3% |
| 1Y | +50.5% | +107.3% | -56.8% | +61.0% |
| All | +50.5% | +106.3% | -55.8% | +61.0% |
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 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