+22.9%
XLY vs PENG
+56.5%
-33.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.4% |
| 7D | +2.0% | +13.2% | -11.2% | 0.0% |
| 30D | +7.6% | -29.9% | +37.5% | +12.1% |
| 3M | +1.5% | -22.2% | +23.7% | +2.9% |
| 6M | +1.5% | -1.9% | +3.4% | -5.5% |
| YTD | +1.1% | +142.1% | -141.0% | -23.4% |
| 1Y | +4.3% | +151.5% | -147.2% | -21.8% |
| 3Y | +51.8% | +206.9% | -155.2% | +0.2% |
| All | +22.9% | +56.5% | -33.6% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling