+71.1%
XLI vs PENG
+101.4%
-30.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.2% |
| 7D | -1.1% | +4.5% | -5.6% | -1.5% |
| 30D | -5.9% | -7.1% | +1.2% | -5.4% |
| 3M | -0.3% | -27.3% | +27.0% | +1.3% |
| 6M | +0.1% | +169.6% | -169.5% | -13.2% |
| YTD | +13.6% | +164.6% | -151.0% | -1.6% |
| 1Y | +17.2% | +109.5% | -92.3% | +3.6% |
| All | +71.1% | +101.4% | -30.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling