+124.8%
XYL vs PENG
+762.7%
-637.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -2.9% |
| 7D | -5.0% | +4.5% | -9.6% | -5.7% |
| 30D | -13.2% | -7.1% | -6.1% | -12.6% |
| 3M | -3.7% | -27.3% | +23.6% | -2.0% |
| 6M | -17.7% | +169.6% | -187.3% | -32.3% |
| YTD | -21.5% | +164.6% | -186.1% | -35.5% |
| 1Y | -24.5% | +109.5% | -134.0% | -36.1% |
| 3Y | +6.9% | +98.9% | -92.0% | -14.6% |
| 5Y | -18.1% | +116.3% | -134.3% | -37.5% |
| All | +124.8% | +762.7% | -637.9% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling