+70.8%
XLI vs PENG
+66.2%
+4.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +4.3% | +34.6% | -30.3% | +0.4% |
| 30D | +0.5% | -35.9% | +36.4% | +4.9% |
| 3M | -8.6% | -14.7% | +6.1% | -8.5% |
| 6M | -2.3% | +13.5% | -15.8% | -8.4% |
| YTD | +10.1% | +156.1% | -146.0% | -9.4% |
| 1Y | +11.0% | +141.3% | -130.3% | -8.0% |
| 3Y | +72.3% | +223.4% | -151.2% | +30.0% |
| 5Y | +70.8% | +67.4% | +3.5% | +30.9% |
| All | +70.8% | +66.2% | +4.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling