+60.8%
XOP vs PENG
+689.3%
-628.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.8% |
| 7D | +6.3% | +13.2% | -6.9% | +4.0% |
| 30D | -6.6% | -29.9% | +23.3% | -2.4% |
| 3M | +3.6% | -22.2% | +25.8% | +5.1% |
| 6M | +10.8% | -1.9% | +12.6% | +3.8% |
| YTD | +48.3% | +142.1% | -93.9% | +14.0% |
| 1Y | +42.9% | +151.5% | -108.6% | +8.9% |
| 3Y | +43.3% | +206.9% | -163.6% | -2.2% |
| 5Y | +94.0% | +58.2% | +35.7% | +41.4% |
| All | +60.8% | +689.3% | -628.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling