+189.0%
XLF vs PENG
+597.2%
-408.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -2.1% |
| 7D | +1.2% | -19.4% | +20.6% | +3.1% |
| 30D | +6.3% | -42.4% | +48.7% | +12.3% |
| 3M | -0.8% | -25.6% | +24.9% | +0.8% |
| 6M | +11.0% | +7.3% | +3.8% | +3.7% |
| YTD | +5.6% | +113.9% | -108.2% | -11.7% |
| 1Y | +10.8% | +93.6% | -82.8% | -6.3% |
| 3Y | +77.8% | +170.2% | -92.4% | +36.0% |
| 5Y | +55.6% | +44.2% | +11.4% | +23.9% |
| All | +189.0% | +597.2% | -408.2% | +93.3% |
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 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