+124.0%
XLU vs PENG
+689.3%
-565.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.8% |
| 7D | +2.1% | +13.2% | -11.1% | +1.5% |
| 30D | +5.6% | -29.9% | +35.5% | +6.8% |
| 3M | +0.7% | -22.2% | +23.0% | +1.2% |
| 6M | -0.1% | -1.9% | +1.8% | -1.8% |
| YTD | +5.3% | +142.1% | -136.8% | -2.0% |
| 1Y | +2.2% | +151.5% | -149.4% | -5.2% |
| 3Y | +61.6% | +206.9% | -145.3% | +45.1% |
| 5Y | +53.6% | +58.2% | -4.7% | +39.6% |
| All | +124.0% | +689.3% | -565.3% | +85.5% |
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