+124.2%
XBI vs PENG
+644.0%
-519.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +0.1% | -16.1% | +16.1% | +2.5% |
| 30D | +0.8% | -41.5% | +42.3% | +8.9% |
| 3M | -1.9% | -19.1% | +17.2% | -0.8% |
| 6M | +15.2% | +0.9% | +14.3% | +7.7% |
| YTD | +27.3% | +128.2% | -100.9% | +0.3% |
| 1Y | +41.5% | +98.6% | -57.1% | +14.1% |
| 3Y | +133.1% | +188.2% | -55.1% | +64.7% |
| 5Y | +23.7% | +55.5% | -31.9% | -7.5% |
| All | +124.2% | +644.0% | -519.8% | +26.1% |
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