+31.6%
XLB vs PENG
+31.0%
+0.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -0.6% |
| 7D | -0.4% | -36.7% | +36.3% | +3.8% |
| 30D | +5.2% | -42.0% | +47.3% | +10.1% |
| 3M | -0.1% | -33.2% | +33.1% | +2.3% |
| 6M | +2.4% | +2.1% | +0.3% | -4.3% |
| YTD | +16.9% | +90.3% | -73.4% | -1.3% |
| 1Y | +25.0% | +67.7% | -42.6% | +7.3% |
| 3Y | +40.7% | +154.2% | -113.5% | +6.7% |
| 5Y | +31.6% | +28.3% | +3.3% | +0.4% |
| All | +31.6% | +31.0% | +0.6% | +0.4% |
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