+195.4%
XHB vs PENG
+597.2%
-401.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -3.5% |
| 7D | +1.3% | -19.4% | +20.8% | +3.8% |
| 30D | +7.8% | -42.4% | +50.2% | +15.9% |
| 3M | -5.5% | -25.6% | +20.2% | -3.6% |
| 6M | -2.6% | +7.3% | -9.9% | -10.7% |
| YTD | +0.4% | +113.9% | -113.5% | -20.3% |
| 1Y | -1.0% | +93.6% | -94.6% | -20.1% |
| 3Y | +37.3% | +170.2% | -132.9% | -1.4% |
| 5Y | +33.7% | +44.2% | -10.5% | +1.4% |
| All | +195.4% | +597.2% | -401.7% | +81.3% |
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