+121.8%
XLK vs PENG
+111.6%
+10.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.3% | +7.8% | -5.5% | +0.7% |
| 30D | -0.1% | -12.2% | +12.1% | +2.4% |
| 3M | +2.1% | -20.6% | +22.8% | +4.5% |
| 6M | +37.2% | +180.9% | -143.8% | +6.6% |
| YTD | +30.8% | +162.3% | -131.5% | +2.5% |
| 1Y | +42.6% | +107.3% | -64.6% | +16.1% |
| 3Y | +121.8% | +110.8% | +11.0% | +68.5% |
| All | +121.8% | +111.6% | +10.2% | +68.5% |
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