+103.5%
XLK vs PENG
+42.1%
+61.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | -1.6% |
| 7D | -8.2% | -19.4% | +11.2% | -4.2% |
| 30D | -18.2% | -42.4% | +24.2% | -8.0% |
| 3M | -11.0% | -25.6% | +14.6% | -7.0% |
| 6M | -2.9% | +7.3% | -10.2% | -11.1% |
| YTD | +14.8% | +113.9% | -99.0% | -13.5% |
| 1Y | +14.5% | +93.6% | -79.0% | -11.8% |
| 3Y | +94.2% | +170.2% | -76.0% | +27.5% |
| All | +103.5% | +42.1% | +61.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling