+170.0%
XLE vs PENG
+597.2%
-427.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.5% |
| 7D | -12.0% | -19.4% | +7.5% | -10.2% |
| 30D | -2.7% | -42.4% | +39.6% | +2.8% |
| 3M | +6.6% | -25.6% | +32.2% | +8.3% |
| 6M | +9.5% | +7.3% | +2.2% | +2.8% |
| YTD | +40.6% | +113.9% | -73.3% | +17.8% |
| 1Y | +43.6% | +93.6% | -50.0% | +21.8% |
| 3Y | +58.1% | +170.2% | -112.1% | +20.8% |
| 5Y | +152.2% | +44.2% | +108.0% | +100.2% |
| All | +170.0% | +597.2% | -427.1% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling