+202.1%
XOM vs PENG
+597.2%
-395.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.0% | -0.7% |
| 7D | -11.4% | -19.4% | +8.0% | -10.2% |
| 30D | +1.1% | -42.4% | +43.5% | +5.0% |
| 3M | +7.8% | -25.6% | +33.5% | +9.0% |
| 6M | +13.0% | +7.3% | +5.8% | +7.8% |
| YTD | +40.6% | +113.9% | -73.3% | +23.4% |
| 1Y | +49.1% | +93.6% | -44.5% | +32.0% |
| 3Y | +72.9% | +170.2% | -97.3% | +41.0% |
| 5Y | +204.0% | +44.2% | +159.8% | +154.8% |
| All | +202.1% | +597.2% | -395.1% | +118.1% |
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