+30.4%
XHB vs PENG
+101.4%
-71.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.5% | +0.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.8% |
| 30D | -6.9% | -7.1% | +0.2% | -6.3% |
| 3M | -1.3% | -27.3% | +26.0% | +0.5% |
| 6M | -6.8% | +169.6% | -176.4% | -22.6% |
| YTD | +0.7% | +164.6% | -163.9% | -16.4% |
| 1Y | -11.2% | +109.5% | -120.7% | -24.4% |
| All | +30.4% | +101.4% | -71.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling