+137.4%
XLB vs PENG
+597.2%
-459.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -2.3% |
| 7D | -1.5% | -19.4% | +18.0% | +0.5% |
| 30D | +6.1% | -42.4% | +48.5% | +12.4% |
| 3M | 0.0% | -25.6% | +25.7% | +1.7% |
| 6M | 0.0% | +7.3% | -7.3% | -6.9% |
| YTD | +16.0% | +113.9% | -97.8% | -3.8% |
| 1Y | +24.7% | +93.6% | -68.8% | +4.7% |
| 3Y | +40.4% | +170.2% | -129.9% | +6.4% |
| 5Y | +30.7% | +44.2% | -13.5% | +3.2% |
| All | +137.4% | +597.2% | -459.8% | +56.0% |
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