+14.9%
XLK vs PENG
+103.2%
-88.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.6% |
| 7D | -4.3% | -16.1% | +11.8% | -1.3% |
| 30D | -15.0% | -41.5% | +26.5% | -6.2% |
| 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% | -9.4% |
| 1Y | +14.9% | +98.6% | -83.7% | -8.7% |
| All | +14.9% | +103.2% | -88.3% | -8.7% |
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