+562.6%
XLK vs PENG
+644.0%
-81.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.7% |
| 7D | -4.3% | -16.1% | +11.8% | -1.3% |
| 30D | -15.0% | -41.5% | +26.5% | -6.1% |
| 3M | -9.2% | -19.1% | +9.9% | -7.3% |
| 6M | -3.5% | +0.9% | -4.5% | -8.8% |
| YTD | +17.7% | +128.2% | -110.5% | -7.8% |
| 1Y | +14.9% | +98.6% | -83.7% | -7.6% |
| 3Y | +91.8% | +188.2% | -96.4% | +36.0% |
| 5Y | +113.1% | +55.5% | +57.5% | +60.3% |
| All | +562.6% | +644.0% | -81.4% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling