+42.7%
XLP vs PENG
+31.0%
+11.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.3% | -0.7% |
| 7D | +3.5% | -36.7% | +40.2% | +3.6% |
| 30D | +11.6% | -42.0% | +53.6% | +11.7% |
| 3M | +7.6% | -33.2% | +40.8% | +7.6% |
| 6M | +10.0% | +2.1% | +7.9% | +7.6% |
| YTD | +19.7% | +90.3% | -70.6% | +14.4% |
| 1Y | +23.5% | +67.7% | -44.2% | +18.4% |
| 3Y | +44.0% | +154.2% | -110.3% | +32.6% |
| 5Y | +42.7% | +28.3% | +14.4% | +30.9% |
| All | +42.7% | +31.0% | +11.7% | +30.9% |
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 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