+196.7%
XLF vs PENG
+689.3%
-492.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.5% |
| 7D | +2.7% | +13.2% | -10.6% | +1.0% |
| 30D | +7.6% | -29.9% | +37.6% | +11.0% |
| 3M | +1.1% | -22.2% | +23.3% | +2.1% |
| 6M | +15.9% | -1.9% | +17.8% | +10.1% |
| YTD | +8.4% | +142.1% | -133.7% | -10.8% |
| 1Y | +12.5% | +151.5% | -139.0% | -8.1% |
| 3Y | +81.6% | +206.9% | -125.4% | +36.6% |
| 5Y | +59.3% | +58.2% | +1.0% | +25.4% |
| All | +196.7% | +689.3% | -492.7% | +95.3% |
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