+190.5%
XOM vs PENG
+762.7%
-572.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.2% |
| 7D | +1.8% | +4.5% | -2.8% | +1.3% |
| 30D | +5.9% | -7.1% | +13.0% | +6.3% |
| 3M | +5.6% | -27.3% | +32.8% | +6.8% |
| 6M | +7.9% | +169.6% | -161.7% | -5.8% |
| YTD | +35.2% | +164.6% | -129.4% | +17.9% |
| 1Y | +46.0% | +109.5% | -63.5% | +30.0% |
| 3Y | +55.0% | +98.9% | -43.9% | +31.3% |
| 5Y | +246.3% | +116.3% | +130.1% | +179.1% |
| All | +190.5% | +762.7% | -572.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling