+164.7%
XLV vs PENG
+762.7%
-598.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -1.5% |
| 7D | +0.2% | +4.5% | -4.4% | -0.2% |
| 30D | +4.4% | -7.1% | +11.5% | +4.8% |
| 3M | +13.2% | -27.3% | +40.5% | +14.2% |
| 6M | +10.1% | +169.6% | -159.5% | -1.9% |
| YTD | +11.7% | +164.6% | -152.9% | -0.6% |
| 1Y | +26.9% | +109.5% | -82.5% | +14.9% |
| 3Y | +35.0% | +98.9% | -63.9% | +17.6% |
| 5Y | +35.9% | +116.3% | -80.4% | +14.3% |
| All | +164.7% | +762.7% | -598.0% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling