+22.4%
XLP vs PENG
+88.9%
-66.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -0.7% |
| 7D | +0.7% | -19.4% | +20.2% | 0.0% |
| 30D | +10.3% | -42.4% | +52.6% | +8.2% |
| 3M | +6.5% | -25.6% | +32.2% | +5.6% |
| 6M | +8.4% | +7.3% | +1.1% | +5.9% |
| YTD | +18.2% | +113.9% | -95.7% | +12.9% |
| 1Y | +22.4% | +93.6% | -71.1% | +16.7% |
| All | +22.4% | +88.9% | -66.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling