+117.6%
XBI vs PENG
+689.3%
-571.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.5% |
| 7D | -1.1% | +13.2% | -14.3% | -3.3% |
| 30D | +2.6% | -29.9% | +32.5% | +7.5% |
| 3M | -4.0% | -22.2% | +18.2% | -2.3% |
| 6M | +10.9% | -1.9% | +12.8% | +4.3% |
| YTD | +23.6% | +142.1% | -118.5% | -3.8% |
| 1Y | +35.1% | +151.5% | -116.4% | +4.3% |
| 3Y | +125.2% | +206.9% | -81.8% | +57.2% |
| 5Y | +19.7% | +58.2% | -38.5% | -10.7% |
| All | +117.6% | +689.3% | -571.7% | +21.0% |
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