+100.3%
XYL vs PENG
+689.3%
-589.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.8% |
| 7D | -3.7% | +13.2% | -17.0% | -5.3% |
| 30D | -8.3% | -29.9% | +21.6% | -5.6% |
| 3M | -21.4% | -22.2% | +0.8% | -20.9% |
| 6M | -12.9% | -1.9% | -11.1% | -17.8% |
| YTD | -30.1% | +142.1% | -172.2% | -43.3% |
| 1Y | -35.2% | +151.5% | -186.7% | -47.8% |
| 3Y | -0.8% | +206.9% | -207.7% | -26.1% |
| 5Y | -23.2% | +58.2% | -81.5% | -40.1% |
| All | +100.3% | +689.3% | -589.0% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling