+51.8%
XLY vs PENG
+209.7%
-158.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.2% |
| 7D | +2.0% | +13.2% | -11.2% | +0.6% |
| 30D | +7.6% | -29.9% | +37.5% | +10.8% |
| 3M | +1.5% | -22.2% | +23.7% | +2.6% |
| 6M | +1.5% | -1.9% | +3.4% | -4.0% |
| YTD | +1.1% | +142.1% | -141.0% | -19.4% |
| 1Y | +4.3% | +151.5% | -147.2% | -17.6% |
| 3Y | +51.8% | +206.9% | -155.2% | +5.8% |
| All | +51.8% | +209.7% | -158.0% | +5.8% |
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