+43.4%
XLK vs PENG
+118.5%
-75.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.6% |
| 7D | +0.9% | +4.5% | -3.7% | -0.1% |
| 30D | +0.7% | -7.1% | +7.8% | +2.0% |
| 3M | -2.9% | -27.3% | +24.3% | +0.8% |
| 6M | +34.3% | +169.6% | -135.3% | +6.6% |
| YTD | +30.4% | +164.6% | -134.2% | +3.0% |
| 1Y | +43.4% | +109.5% | -66.1% | +12.1% |
| All | +43.4% | +118.5% | -75.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling