+51.2%
XOP vs PENG
+597.2%
-546.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.2% |
| 7D | -14.7% | -19.4% | +4.7% | -12.3% |
| 30D | -7.7% | -42.4% | +34.7% | -0.4% |
| 3M | +4.4% | -25.6% | +30.1% | +6.8% |
| 6M | +3.5% | +7.3% | -3.7% | -5.1% |
| YTD | +39.4% | +113.9% | -74.4% | +9.5% |
| 1Y | +39.8% | +93.6% | -53.8% | +11.7% |
| 3Y | +29.7% | +170.2% | -140.6% | -9.5% |
| 5Y | +78.6% | +44.2% | +34.4% | +32.1% |
| All | +51.2% | +597.2% | -546.0% | -9.0% |
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 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