+149.9%
XLE vs PENG
+42.1%
+107.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -0.8% |
| 7D | -12.0% | -19.4% | +7.5% | -11.0% |
| 30D | -2.7% | -42.4% | +39.6% | 0.0% |
| 3M | +6.6% | -25.6% | +32.2% | +7.5% |
| 6M | +9.5% | +7.3% | +2.2% | +5.5% |
| YTD | +40.6% | +113.9% | -73.3% | +26.4% |
| 1Y | +43.6% | +93.6% | -50.0% | +30.2% |
| 3Y | +58.1% | +170.2% | -112.1% | +33.9% |
| All | +149.9% | +42.1% | +107.8% | +103.0% |
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