+133.6%
XLC vs PENG
+138.5%
-4.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +3.1% | +34.6% | -31.5% | -1.1% |
| 30D | -4.2% | -35.9% | +31.7% | +0.4% |
| 3M | -2.1% | -14.7% | +12.6% | -2.2% |
| 6M | -6.6% | +13.5% | -20.1% | -14.0% |
| YTD | -7.8% | +156.1% | -163.9% | -27.1% |
| 1Y | -4.1% | +141.3% | -145.4% | -23.5% |
| 3Y | +62.6% | +223.4% | -160.8% | +15.9% |
| 5Y | +39.6% | +67.4% | -27.8% | +5.2% |
| All | +133.6% | +138.5% | -4.9% | +45.9% |
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