+44.6%
XLP vs PENG
+72.0%
-27.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.1% | +12.5% | +3.4% |
| 7D | +5.9% | -20.5% | +26.3% | +6.0% |
| 30D | +13.5% | -20.4% | +33.8% | +13.5% |
| 3M | +8.4% | -16.4% | +24.8% | +8.3% |
| 6M | +11.5% | +49.2% | -37.7% | +8.6% |
| YTD | +20.6% | +147.2% | -126.6% | +15.2% |
| 1Y | +24.3% | +124.7% | -100.4% | +19.0% |
| 3Y | +45.1% | +230.3% | -185.2% | +33.5% |
| 5Y | +44.6% | +71.4% | -26.8% | +32.2% |
| All | +44.6% | +72.0% | -27.4% | +32.2% |
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