+45.6%
XEL vs PENG
+184.4%
-138.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -0.6% |
| 7D | -0.2% | -19.4% | +19.3% | -0.6% |
| 30D | +10.0% | -42.4% | +52.4% | +8.9% |
| 3M | +4.3% | -25.6% | +30.0% | +3.9% |
| 6M | +0.5% | +7.3% | -6.8% | +1.4% |
| YTD | +10.4% | +113.9% | -103.5% | +13.7% |
| 1Y | +2.0% | +93.6% | -91.6% | +4.7% |
| 3Y | +45.6% | +170.2% | -124.7% | +46.5% |
| All | +45.6% | +184.4% | -138.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling