+9.1%
XLF vs PENG
+118.5%
-109.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -0.9% |
| 7D | 0.0% | +4.5% | -4.5% | -0.1% |
| 30D | +0.2% | -7.1% | +7.3% | +0.3% |
| 3M | +11.7% | -27.3% | +39.0% | +12.0% |
| 6M | +13.8% | +169.6% | -155.8% | +1.5% |
| YTD | +7.0% | +164.6% | -157.6% | -4.6% |
| 1Y | +9.1% | +109.5% | -100.3% | -1.9% |
| All | +9.1% | +118.5% | -109.3% | -1.9% |
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 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