+114.7%
XEL vs PENG
+762.7%
-648.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.0% |
| 7D | -1.0% | +4.5% | -5.5% | -1.1% |
| 30D | -1.9% | -7.1% | +5.2% | -1.8% |
| 3M | -1.9% | -27.3% | +25.4% | -1.6% |
| 6M | -7.4% | +169.6% | -177.0% | -10.7% |
| YTD | +4.1% | +164.6% | -160.6% | +0.3% |
| 1Y | +8.0% | +109.5% | -101.4% | +4.7% |
| 3Y | +48.4% | +98.9% | -50.5% | +41.7% |
| 5Y | +27.2% | +116.3% | -89.0% | +19.1% |
| All | +114.7% | +762.7% | -648.0% | +90.0% |
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