+127.5%
XLC vs PENG
+99.1%
+28.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.4% | -12.0% | -1.2% |
| 7D | +4.9% | -19.4% | +24.3% | +7.1% |
| 30D | -5.8% | -42.4% | +36.6% | +0.1% |
| 3M | -5.4% | -25.6% | +20.2% | -3.8% |
| 6M | -10.2% | +7.3% | -17.5% | -17.0% |
| YTD | -10.2% | +113.9% | -124.0% | -27.2% |
| 1Y | -5.6% | +93.6% | -99.2% | -22.4% |
| 3Y | +61.0% | +170.2% | -109.2% | +17.6% |
| 5Y | +35.2% | +44.2% | -8.9% | +3.9% |
| All | +127.5% | +99.1% | +28.4% | +45.8% |
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