+145.7%
XLK vs PENG
+107.7%
+38.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.3% | +7.8% | -5.5% | +0.4% |
| 30D | -0.1% | -12.2% | +12.1% | +2.8% |
| 3M | +2.1% | -20.6% | +22.8% | +4.8% |
| 6M | +37.2% | +180.9% | -143.8% | +0.4% |
| YTD | +30.8% | +162.3% | -131.5% | -3.3% |
| 1Y | +42.6% | +107.3% | -64.6% | +10.7% |
| 3Y | +121.8% | +110.8% | +11.0% | +54.9% |
| 5Y | +145.7% | +117.8% | +27.8% | +69.7% |
| All | +145.7% | +107.7% | +38.0% | +69.7% |
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 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