+139.2%
XLB vs PENG
+735.0%
-595.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | 0.0% | +34.6% | -34.6% | -3.9% |
| 30D | +5.3% | -35.9% | +41.2% | +10.0% |
| 3M | 0.0% | -14.7% | +14.7% | -0.1% |
| 6M | +1.2% | +13.5% | -12.3% | -6.1% |
| YTD | +16.9% | +156.1% | -139.2% | -5.4% |
| 1Y | +20.9% | +141.3% | -120.4% | -1.4% |
| 3Y | +43.3% | +223.4% | -180.1% | +6.1% |
| 5Y | +28.3% | +67.4% | -39.1% | -0.5% |
| All | +139.2% | +735.0% | -595.8% | +53.5% |
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 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