+47.9%
XBI vs PENG
+120.5%
-72.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.1% | +11.8% | +3.2% |
| 7D | +1.0% | -20.5% | +21.5% | +2.3% |
| 30D | +1.9% | -20.4% | +22.2% | +2.9% |
| 3M | +4.8% | -16.4% | +21.2% | +5.1% |
| 6M | +19.3% | +49.2% | -29.9% | +8.7% |
| YTD | +30.6% | +147.2% | -116.6% | +7.2% |
| 1Y | +47.9% | +124.7% | -76.8% | +22.5% |
| All | +47.9% | +120.5% | -72.6% | +22.5% |
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 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