+37.7%
XLC vs PENG
+115.2%
-77.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.9% |
| 7D | -0.8% | +4.5% | -5.4% | -1.4% |
| 30D | +1.0% | -7.1% | +8.2% | +1.7% |
| 3M | -0.7% | -27.3% | +26.6% | +0.9% |
| 6M | -5.1% | +169.6% | -174.7% | -22.5% |
| YTD | -4.3% | +164.6% | -168.9% | -22.0% |
| 1Y | -0.6% | +109.5% | -110.0% | -16.5% |
| 3Y | +72.7% | +98.9% | -26.2% | +35.7% |
| All | +37.7% | +115.2% | -77.5% | +4.4% |
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 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