+138.6%
XLB vs PENG
+762.7%
-624.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | -1.2% |
| 7D | -1.4% | +4.5% | -5.9% | -2.0% |
| 30D | -0.4% | -7.1% | +6.7% | +0.3% |
| 3M | +2.0% | -27.3% | +29.2% | +3.8% |
| 6M | +1.8% | +169.6% | -167.8% | -16.1% |
| YTD | +16.6% | +164.6% | -148.0% | -4.1% |
| 1Y | +16.9% | +109.5% | -92.5% | -1.0% |
| 3Y | +32.6% | +98.9% | -66.4% | +5.6% |
| 5Y | +35.6% | +116.3% | -80.6% | +2.8% |
| All | +138.6% | +762.7% | -624.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling