+65.3%
XOP vs PENG
+762.7%
-697.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -1.9% |
| 7D | +2.6% | +4.5% | -2.0% | +1.7% |
| 30D | +15.4% | -7.1% | +22.6% | +16.4% |
| 3M | +12.1% | -27.3% | +39.3% | +14.6% |
| 6M | +19.7% | +169.6% | -149.9% | -6.9% |
| YTD | +52.4% | +164.6% | -112.2% | +18.3% |
| 1Y | +47.6% | +109.5% | -61.9% | +18.9% |
| 3Y | +34.4% | +98.9% | -64.6% | -0.3% |
| 5Y | +154.4% | +116.3% | +38.1% | +76.8% |
| All | +65.3% | +762.7% | -697.4% | -1.7% |
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