+67.4%
XLI vs PENG
+184.4%
-117.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -1.2% |
| 7D | -2.8% | -19.4% | +16.6% | -1.1% |
| 30D | -3.1% | -42.4% | +39.3% | +1.9% |
| 3M | -11.7% | -25.6% | +13.9% | -10.3% |
| 6M | -7.6% | +7.3% | -14.8% | -12.7% |
| YTD | +5.7% | +113.9% | -108.2% | -10.3% |
| 1Y | +7.8% | +93.6% | -85.7% | -7.4% |
| 3Y | +67.4% | +170.2% | -102.8% | +28.5% |
| All | +67.4% | +184.4% | -117.0% | +28.5% |
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