+60.3%
XLC vs PENG
+153.0%
-92.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.0% | +22.4% | +0.7% |
| 7D | +3.1% | -36.7% | +39.8% | +5.5% |
| 30D | -6.5% | -42.0% | +35.5% | -4.1% |
| 3M | -5.6% | -33.2% | +27.6% | -4.2% |
| 6M | -9.2% | +2.1% | -11.3% | -14.1% |
| YTD | -10.6% | +90.3% | -100.8% | -22.1% |
| 1Y | -6.9% | +67.7% | -74.5% | -17.8% |
| All | +60.3% | +153.0% | -92.7% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling