+17.4%
XBI vs PENG
+42.1%
-24.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | +0.6% |
| 7D | -2.4% | -19.4% | +17.0% | +0.3% |
| 30D | +1.3% | -42.4% | +43.7% | +9.1% |
| 3M | -1.5% | -25.6% | +24.2% | +0.9% |
| 6M | +10.7% | +7.3% | +3.4% | +1.3% |
| YTD | +25.0% | +113.9% | -88.9% | -2.1% |
| 1Y | +39.9% | +93.6% | -53.7% | +11.5% |
| 3Y | +119.2% | +170.2% | -51.0% | +49.5% |
| All | +17.4% | +42.1% | -24.7% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling