+88.7%
XOP vs PENG
+68.7%
+20.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.3% | -7.7% | +1.6% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | -7.3% | -37.8% | +30.5% | -3.5% |
| 3M | +1.4% | -14.1% | +15.5% | +1.4% |
| 6M | +7.8% | +13.1% | -5.4% | +1.2% |
| YTD | +44.5% | +151.8% | -107.3% | +18.7% |
| 1Y | +37.0% | +136.0% | -98.9% | +13.5% |
| 3Y | +40.8% | +217.9% | -177.2% | +4.8% |
| 5Y | +88.7% | +64.1% | +24.6% | +41.3% |
| All | +88.7% | +68.7% | +20.0% | +41.3% |
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 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