-3.1%
XLY vs PENG
+97.0%
-100.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.2% |
| 7D | -3.9% | 0.0% | -3.8% | -3.9% |
| 30D | -6.1% | -15.2% | +9.1% | -5.3% |
| 3M | -1.2% | -16.9% | +15.8% | -1.6% |
| 6M | -1.8% | +161.5% | -163.3% | -16.6% |
| YTD | -5.9% | +148.6% | -154.4% | -19.9% |
| 1Y | -3.1% | +89.6% | -92.7% | -16.5% |
| All | -3.1% | +97.0% | -100.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling