+30.9%
XLB vs PENG
+56.2%
-25.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.3% | +1.0% |
| 7D | -1.4% | -3.8% | +2.4% | -1.5% |
| 30D | +7.1% | -40.1% | +47.2% | +11.9% |
| 3M | +0.6% | -21.8% | +22.4% | +1.4% |
| 6M | +3.5% | +3.3% | +0.2% | -2.5% |
| YTD | +18.2% | +133.6% | -115.4% | -2.3% |
| 1Y | +25.6% | +110.7% | -85.1% | +5.1% |
| 3Y | +46.7% | +204.3% | -157.6% | +9.3% |
| 5Y | +30.9% | +54.4% | -23.5% | -1.9% |
| All | +30.9% | +56.2% | -25.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling