+91.4%
XLRE vs PENG
+644.0%
-552.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +2.1% | -16.1% | +18.2% | +3.2% |
| 30D | +7.1% | -41.5% | +48.6% | +11.2% |
| 3M | +1.3% | -19.1% | +20.4% | +1.7% |
| 6M | +2.1% | +0.9% | +1.2% | -2.0% |
| YTD | +13.1% | +128.2% | -115.1% | -1.3% |
| 1Y | +11.9% | +98.6% | -86.7% | -1.1% |
| 3Y | +43.7% | +188.2% | -144.5% | +17.5% |
| 5Y | +9.7% | +55.5% | -45.8% | -8.0% |
| All | +91.4% | +644.0% | -552.6% | +40.0% |
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