+120.0%
XBI vs PENG
+597.2%
-477.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | +0.5% |
| 7D | -2.4% | -19.4% | +17.0% | +0.5% |
| 30D | +1.3% | -42.4% | +43.7% | +9.7% |
| 3M | -1.5% | -25.6% | +24.2% | +1.1% |
| 6M | +10.7% | +7.3% | +3.4% | +1.9% |
| YTD | +25.0% | +113.9% | -88.9% | -0.5% |
| 1Y | +39.9% | +93.6% | -53.7% | +13.2% |
| 3Y | +119.2% | +170.2% | -51.0% | +56.7% |
| 5Y | +16.6% | +44.2% | -27.5% | -11.6% |
| All | +120.0% | +597.2% | -477.1% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling