+6.7%
XME vs PENG
+120.5%
-113.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | +0.6% |
| 7D | -5.5% | -20.5% | +15.0% | -1.8% |
| 30D | -11.1% | -20.4% | +9.2% | -8.4% |
| 3M | -11.1% | -16.4% | +5.3% | -9.9% |
| 6M | -18.0% | +49.2% | -67.2% | -28.8% |
| YTD | -7.4% | +147.2% | -154.6% | -31.1% |
| 1Y | +6.7% | +124.7% | -118.0% | -18.5% |
| All | +6.7% | +120.5% | -113.8% | -18.5% |
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