+111.7%
XME vs PENG
+56.5%
+55.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.5% |
| 7D | +0.3% | +13.2% | -12.9% | -2.3% |
| 30D | -6.1% | -29.9% | +23.8% | -0.6% |
| 3M | -18.6% | -22.2% | +3.6% | -16.6% |
| 6M | -23.9% | -1.9% | -22.0% | -28.1% |
| YTD | -9.3% | +142.1% | -151.5% | -30.7% |
| 1Y | +1.8% | +151.5% | -149.7% | -22.9% |
| 3Y | +93.0% | +206.9% | -113.9% | +30.6% |
| All | +111.7% | +56.5% | +55.2% | +41.8% |
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 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