+43.6%
XLE vs PENG
+88.9%
-45.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | 0.0% |
| 7D | -12.0% | -19.4% | +7.5% | -12.0% |
| 30D | -2.7% | -42.4% | +39.6% | -3.3% |
| 3M | +6.6% | -25.6% | +32.2% | +6.5% |
| 6M | +9.5% | +7.3% | +2.2% | +11.9% |
| YTD | +40.6% | +113.9% | -73.3% | +44.8% |
| 1Y | +43.6% | +93.6% | -50.0% | +48.5% |
| All | +43.6% | +88.9% | -45.3% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling