+44.7%
XLU vs PENG
+107.7%
-63.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +2.1% | +7.8% | -5.7% | +1.8% |
| 30D | -0.4% | -12.2% | +11.8% | 0.0% |
| 3M | +0.5% | -20.6% | +21.1% | +0.7% |
| 6M | -5.8% | +180.9% | -186.7% | -11.2% |
| YTD | +3.1% | +162.3% | -159.1% | -2.6% |
| 1Y | +8.1% | +107.3% | -99.2% | +3.0% |
| 3Y | +50.5% | +110.8% | -60.2% | +39.7% |
| 5Y | +44.7% | +117.8% | -73.1% | +26.3% |
| All | +44.7% | +107.7% | -63.0% | +26.3% |
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