+94.2%
XLK vs PENG
+184.4%
-90.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | -1.5% |
| 7D | -8.2% | -19.4% | +11.2% | -4.3% |
| 30D | -18.2% | -42.4% | +24.2% | -8.4% |
| 3M | -11.0% | -25.6% | +14.6% | -7.2% |
| 6M | -2.9% | +7.3% | -10.2% | -10.9% |
| YTD | +14.8% | +113.9% | -99.0% | -13.0% |
| 1Y | +14.5% | +93.6% | -79.0% | -11.3% |
| 3Y | +94.2% | +170.2% | -76.0% | +28.3% |
| All | +94.2% | +184.4% | -90.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling