+133.1%
XLC vs PENG
+117.5%
+15.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +1.2% |
| 7D | +7.1% | -3.8% | +10.9% | +6.8% |
| 30D | -2.7% | -40.1% | +37.4% | +2.9% |
| 3M | -3.2% | -21.8% | +18.6% | -2.1% |
| 6M | -7.7% | +3.3% | -11.0% | -13.8% |
| YTD | -8.0% | +133.6% | -141.6% | -26.3% |
| 1Y | -3.1% | +110.7% | -113.7% | -21.2% |
| 3Y | +64.9% | +204.3% | -139.4% | +18.3% |
| 5Y | +39.5% | +54.4% | -14.8% | +6.2% |
| All | +133.1% | +117.5% | +15.6% | +47.5% |
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 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