+193.2%
XLF vs PENG
+661.7%
-468.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | +0.4% |
| 7D | +0.7% | -3.8% | +4.5% | +0.5% |
| 30D | +6.0% | -40.1% | +46.0% | +11.4% |
| 3M | +1.0% | -21.8% | +22.8% | +2.0% |
| 6M | +14.0% | +3.3% | +10.6% | +7.4% |
| YTD | +7.2% | +133.6% | -126.5% | -11.4% |
| 1Y | +11.6% | +110.7% | -99.1% | -6.6% |
| 3Y | +81.2% | +204.3% | -123.1% | +36.4% |
| 5Y | +57.9% | +54.4% | +3.5% | +24.8% |
| All | +193.2% | +661.7% | -468.5% | +94.0% |
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