+37.0%
XHB vs PENG
+222.1%
-185.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.2% |
| 7D | -4.1% | +1.9% | -6.0% | -4.7% |
| 30D | +9.6% | -37.8% | +47.4% | +14.7% |
| 3M | -6.0% | -14.1% | +8.1% | -6.3% |
| 6M | +2.2% | +13.1% | -10.9% | -5.9% |
| YTD | +1.1% | +151.8% | -150.6% | -20.3% |
| 1Y | -1.7% | +136.0% | -137.7% | -21.8% |
| All | +37.0% | +222.1% | -185.1% | -11.1% |
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 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