+130.4%
XBI vs PENG
+751.0%
-620.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.6% | +7.3% | -10.9% | -4.8% |
| 30D | +0.9% | -7.5% | +8.3% | +1.8% |
| 3M | +21.4% | -17.2% | +38.7% | +21.9% |
| 6M | +25.5% | +176.7% | -151.2% | -1.8% |
| YTD | +30.8% | +161.0% | -130.2% | +2.8% |
| 1Y | +68.6% | +108.8% | -40.3% | +37.0% |
| 3Y | +103.9% | +109.8% | -5.9% | +51.9% |
| 5Y | +20.8% | +111.7% | -91.0% | -12.9% |
| All | +130.4% | +751.0% | -620.6% | +29.3% |
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