-31.5%
XYL vs PENG
+120.5%
-152.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.1% | +14.1% | +4.9% |
| 7D | +14.5% | -20.5% | +35.0% | +14.5% |
| 30D | -1.3% | -20.4% | +19.0% | -1.4% |
| 3M | -17.0% | -16.4% | -0.6% | -17.3% |
| 6M | -11.3% | +49.2% | -60.6% | -19.6% |
| YTD | -25.0% | +147.2% | -172.2% | -38.0% |
| 1Y | -31.5% | +124.7% | -156.2% | -42.9% |
| All | -31.5% | +120.5% | -152.0% | -42.9% |
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