-5.6%
XLC vs PENG
+88.9%
-94.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.4% | -12.0% | +0.4% |
| 7D | +4.9% | -19.4% | +24.3% | +4.9% |
| 30D | -5.8% | -42.4% | +36.6% | -5.8% |
| 3M | -5.4% | -25.6% | +20.2% | -5.3% |
| 6M | -10.2% | +7.3% | -17.5% | -12.6% |
| YTD | -10.2% | +113.9% | -124.0% | -17.9% |
| 1Y | -5.6% | +93.6% | -99.2% | -13.2% |
| All | -5.6% | +88.9% | -94.6% | -13.2% |
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