+131.8%
XEL vs PENG
+720.8%
-589.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | +1.0% |
| 7D | +0.7% | +1.9% | -1.1% | +0.6% |
| 30D | +9.3% | -37.8% | +47.1% | +10.3% |
| 3M | +5.3% | -14.1% | +19.4% | +5.2% |
| 6M | +2.2% | +13.1% | -10.9% | +0.8% |
| YTD | +12.3% | +151.8% | -139.4% | +8.1% |
| 1Y | +3.0% | +136.0% | -133.0% | -0.7% |
| 3Y | +51.6% | +217.9% | -166.4% | +42.1% |
| 5Y | +50.0% | +64.1% | -14.1% | +41.5% |
| All | +131.8% | +720.8% | -589.0% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling