+170.1%
XLE vs PENG
+520.3%
-350.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.0% | -0.2% |
| 7D | -10.3% | -36.7% | +26.4% | -5.8% |
| 30D | -3.3% | -42.0% | +38.7% | +2.0% |
| 3M | +8.2% | -33.2% | +41.4% | +11.5% |
| 6M | +5.0% | +2.1% | +2.9% | -1.0% |
| YTD | +40.6% | +90.3% | -49.7% | +19.6% |
| 1Y | +45.0% | +67.7% | -22.6% | +25.4% |
| 3Y | +56.3% | +154.2% | -97.9% | +20.1% |
| 5Y | +152.2% | +28.3% | +123.9% | +103.3% |
| All | +170.1% | +520.3% | -350.2% | +81.5% |
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