+188.7%
XLF vs PENG
+755.0%
-566.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.2% | +7.8% | -7.6% | -0.8% |
| 30D | -0.5% | -12.2% | +11.7% | +0.9% |
| 3M | +10.6% | -20.6% | +31.3% | +11.3% |
| 6M | +14.3% | +180.9% | -166.7% | -5.7% |
| YTD | +5.5% | +162.3% | -156.7% | -12.4% |
| 1Y | +9.6% | +107.3% | -97.7% | -6.6% |
| 3Y | +75.2% | +110.8% | -35.6% | +39.1% |
| 5Y | +65.5% | +117.8% | -52.3% | +26.1% |
| All | +188.7% | +755.0% | -566.3% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling