+192.7%
XLV vs PENG
+689.3%
-496.7%
-28.4%
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% | +0.9% |
| 7D | +2.2% | +13.2% | -11.0% | +1.3% |
| 30D | +8.6% | -29.9% | +38.5% | +10.5% |
| 3M | +12.6% | -22.2% | +34.8% | +13.2% |
| 6M | +29.8% | -1.9% | +31.7% | +25.7% |
| YTD | +23.5% | +142.1% | -118.6% | +9.4% |
| 1Y | +25.7% | +151.5% | -125.8% | +10.9% |
| 3Y | +56.3% | +206.9% | -150.6% | +30.8% |
| 5Y | +53.1% | +58.2% | -5.1% | +31.6% |
| All | +192.7% | +689.3% | -496.7% | +115.1% |
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