+54.6%
XLE vs PENG
+101.4%
-46.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.1% |
| 7D | +2.2% | +4.5% | -2.3% | +2.1% |
| 30D | +11.8% | -7.1% | +18.9% | +11.9% |
| 3M | +9.8% | -27.3% | +37.1% | +10.4% |
| 6M | +15.6% | +169.6% | -154.0% | +8.9% |
| YTD | +45.3% | +164.6% | -119.4% | +36.7% |
| 1Y | +48.3% | +109.5% | -61.2% | +41.1% |
| All | +54.6% | +101.4% | -46.8% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling