-5.8%
XLC vs PENG
+120.5%
-126.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +3.5% |
| 7D | +1.8% | -20.5% | +22.2% | +1.8% |
| 30D | -6.0% | -20.4% | +14.4% | -5.9% |
| 3M | -6.0% | -16.4% | +10.4% | -5.9% |
| 6M | -9.1% | +49.2% | -58.3% | -12.7% |
| YTD | -10.0% | +147.2% | -157.2% | -18.0% |
| 1Y | -5.8% | +124.7% | -130.5% | -13.6% |
| All | -5.8% | +120.5% | -126.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling