+180.8%
XLY vs PENG
+762.7%
-581.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -2.3% |
| 7D | -2.0% | +4.5% | -6.5% | -2.7% |
| 30D | -3.1% | -7.1% | +4.0% | -2.4% |
| 3M | -1.8% | -27.3% | +25.5% | +0.3% |
| 6M | -0.9% | +169.6% | -170.5% | -20.4% |
| YTD | -3.4% | +164.6% | -168.0% | -22.6% |
| 1Y | -1.5% | +109.5% | -111.0% | -18.5% |
| 3Y | +38.8% | +98.9% | -60.1% | +7.9% |
| 5Y | +30.5% | +116.3% | -85.8% | -2.9% |
| All | +180.8% | +762.7% | -581.9% | +79.0% |
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