+13.0%
XOM vs PENG
+11.1%
+2.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.0% | +0.7% |
| 7D | -11.4% | -19.4% | +8.0% | -11.9% |
| 30D | +1.1% | -42.4% | +43.5% | -0.9% |
| 3M | +7.8% | -25.6% | +33.5% | +7.3% |
| 6M | +13.0% | +7.3% | +5.8% | +18.5% |
| All | +13.0% | +11.1% | +2.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling