-1.7%
XLC vs PENG
+130.4%
-132.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.1% |
| 7D | +3.7% | +13.2% | -9.5% | +3.7% |
| 30D | -1.9% | -29.9% | +28.0% | -2.1% |
| 3M | -3.1% | -22.2% | +19.1% | -3.0% |
| 6M | -6.4% | -1.9% | -4.5% | -7.7% |
| YTD | -6.8% | +142.1% | -149.0% | -14.9% |
| 1Y | -1.7% | +151.5% | -153.2% | -10.4% |
| All | -1.7% | +130.4% | -132.0% | -10.4% |
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