+109.3%
XME vs PENG
+42.1%
+67.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.4% | -9.0% | +0.8% |
| 7D | -4.5% | -19.4% | +15.0% | -1.1% |
| 30D | -10.9% | -42.4% | +31.5% | -1.9% |
| 3M | -15.3% | -25.6% | +10.4% | -12.3% |
| 6M | -24.6% | +7.3% | -31.9% | -30.3% |
| YTD | -9.6% | +113.9% | -123.5% | -29.2% |
| 1Y | +2.9% | +93.6% | -90.7% | -17.7% |
| 3Y | +86.9% | +170.2% | -83.3% | +29.5% |
| All | +109.3% | +42.1% | +67.2% | +42.4% |
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