+178.4%
XLE vs PENG
+705.8%
-527.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.1% | +4.4% | -3.6% |
| 7D | -7.2% | -20.5% | +13.3% | -4.9% |
| 30D | +0.1% | -20.4% | +20.5% | +2.0% |
| 3M | +9.2% | -16.4% | +25.6% | +9.9% |
| 6M | +8.4% | +49.2% | -40.9% | -2.5% |
| YTD | +44.9% | +147.2% | -102.3% | +19.8% |
| 1Y | +49.9% | +124.7% | -74.8% | +25.4% |
| 3Y | +61.1% | +230.3% | -169.1% | +20.3% |
| 5Y | +163.4% | +71.4% | +92.0% | +105.3% |
| All | +178.4% | +705.8% | -527.5% | +81.9% |
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