-24.5%
XYL vs PENG
+118.5%
-143.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -2.3% |
| 7D | -5.0% | +4.5% | -9.6% | -5.2% |
| 30D | -13.2% | -7.1% | -6.1% | -13.0% |
| 3M | -3.7% | -27.3% | +23.6% | -2.7% |
| 6M | -17.7% | +169.6% | -187.3% | -29.5% |
| YTD | -21.5% | +164.6% | -186.1% | -32.8% |
| 1Y | -24.5% | +109.5% | -134.0% | -35.2% |
| All | -24.5% | +118.5% | -143.0% | -35.2% |
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