-34.4%
XE vs PENG
+79.1%
-113.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +8.3% |
| 7D | +4.0% | +7.8% | -3.8% | +2.3% |
| 30D | -15.5% | -12.2% | -3.2% | -13.2% |
| 3M | -14.6% | -20.6% | +6.0% | -13.0% |
| All | -34.4% | +79.1% | -113.5% | -23.8% |
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 · Available span rolling