+33.0%
XLY vs PENG
+107.0%
-74.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -2.1% | +7.3% | -9.4% | -2.9% |
| 30D | -6.0% | -7.5% | +1.4% | -5.4% |
| 3M | -2.7% | -17.2% | +14.5% | -2.6% |
| 6M | -1.5% | +176.7% | -178.2% | -18.5% |
| YTD | -5.4% | +161.0% | -166.5% | -21.4% |
| 1Y | -3.8% | +108.8% | -112.7% | -18.0% |
| All | +33.0% | +107.0% | -74.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling