+110.2%
XLP vs PENG
+644.0%
-533.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | +2.3% | -16.1% | +18.4% | +2.8% |
| 30D | +9.1% | -41.5% | +50.6% | +10.7% |
| 3M | +7.9% | -19.1% | +27.0% | +7.9% |
| 6M | +9.6% | +0.9% | +8.7% | +7.3% |
| YTD | +19.4% | +128.2% | -108.8% | +11.7% |
| 1Y | +22.4% | +98.6% | -76.2% | +15.2% |
| 3Y | +43.2% | +188.2% | -145.0% | +29.1% |
| 5Y | +42.6% | +55.5% | -12.9% | +30.1% |
| All | +110.2% | +644.0% | -533.8% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling