+248.3%
XOM vs PENG
+115.2%
+133.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -1.8% |
| 7D | +1.8% | +4.5% | -2.8% | +1.6% |
| 30D | +5.9% | -7.1% | +13.0% | +6.0% |
| 3M | +5.6% | -27.3% | +32.8% | +6.0% |
| 6M | +7.9% | +169.6% | -161.7% | +1.9% |
| YTD | +35.2% | +164.6% | -129.4% | +27.6% |
| 1Y | +46.0% | +109.5% | -63.5% | +39.3% |
| 3Y | +55.0% | +98.9% | -43.9% | +44.9% |
| All | +248.3% | +115.2% | +133.1% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling