+75.8%
XOP vs PENG
+42.1%
+33.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -1.5% |
| 7D | -14.7% | -19.4% | +4.7% | -13.1% |
| 30D | -7.7% | -42.4% | +34.7% | -3.0% |
| 3M | +4.4% | -25.6% | +30.1% | +6.0% |
| 6M | +3.5% | +7.3% | -3.7% | -2.7% |
| YTD | +39.4% | +113.9% | -74.4% | +16.4% |
| 1Y | +39.8% | +93.6% | -53.8% | +18.3% |
| 3Y | +29.7% | +170.2% | -140.6% | -2.0% |
| All | +75.8% | +42.1% | +33.7% | +31.0% |
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