+126.6%
XLC vs PENG
+77.2%
+49.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.0% | +22.4% | +2.5% |
| 7D | +3.1% | -36.7% | +39.8% | +8.7% |
| 30D | -6.5% | -42.0% | +35.5% | -0.8% |
| 3M | -5.6% | -33.2% | +27.6% | -2.5% |
| 6M | -9.2% | +2.1% | -11.3% | -15.8% |
| YTD | -10.6% | +90.3% | -100.8% | -26.3% |
| 1Y | -6.9% | +67.7% | -74.5% | -21.8% |
| 3Y | +59.9% | +154.2% | -94.4% | +17.4% |
| 5Y | +34.7% | +28.3% | +6.4% | +5.1% |
| All | +126.6% | +77.2% | +49.4% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling