+636.1%
XLK vs PENG
+751.0%
-114.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | +7.3% | -5.0% | +0.8% |
| 30D | +0.8% | -7.5% | +8.3% | +2.2% |
| 3M | +4.1% | -17.2% | +21.3% | +5.6% |
| 6M | +34.8% | +176.7% | -142.0% | +4.0% |
| YTD | +30.8% | +161.0% | -130.2% | +1.6% |
| 1Y | +42.4% | +108.8% | -66.5% | +15.0% |
| 3Y | +121.8% | +109.8% | +12.0% | +65.4% |
| 5Y | +146.6% | +111.7% | +34.9% | +77.8% |
| All | +636.1% | +751.0% | -114.9% | +328.6% |
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