+116.0%
XEL vs PENG
+751.0%
-635.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.9% | +7.3% | -6.4% | +0.7% |
| 30D | -0.9% | -7.5% | +6.6% | -0.7% |
| 3M | -1.4% | -17.2% | +15.8% | -1.4% |
| 6M | -5.8% | +176.7% | -182.6% | -9.2% |
| YTD | +4.7% | +161.0% | -156.3% | +1.0% |
| 1Y | +9.1% | +108.8% | -99.8% | +5.7% |
| 3Y | +47.8% | +109.8% | -61.9% | +40.8% |
| 5Y | +29.0% | +111.7% | -82.7% | +20.8% |
| All | +116.0% | +751.0% | -635.0% | +91.2% |
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