+41.6%
XLC vs PENG
+50.3%
-8.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +6.2% | -16.1% | +22.3% | +7.7% |
| 30D | -2.4% | -41.5% | +39.1% | +2.5% |
| 3M | -3.3% | -19.1% | +15.8% | -2.8% |
| 6M | -7.3% | +0.9% | -8.2% | -12.9% |
| YTD | -7.6% | +128.2% | -135.8% | -25.0% |
| 1Y | -3.7% | +98.6% | -102.3% | -20.2% |
| 3Y | +62.9% | +188.2% | -125.3% | +17.5% |
| 5Y | +41.6% | +55.5% | -13.9% | +6.7% |
| All | +41.6% | +50.3% | -8.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling