+90.4%
XLRE vs PENG
+735.0%
-644.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +0.1% | +34.6% | -34.5% | -2.4% |
| 30D | +6.0% | -35.9% | +42.0% | +9.2% |
| 3M | +0.5% | -14.7% | +15.2% | +0.5% |
| 6M | +1.2% | +13.5% | -12.3% | -3.9% |
| YTD | +12.6% | +156.1% | -143.5% | -2.7% |
| 1Y | +11.0% | +141.3% | -130.3% | -3.6% |
| 3Y | +43.0% | +223.4% | -180.5% | +15.7% |
| 5Y | +9.1% | +67.4% | -58.3% | -9.0% |
| All | +90.4% | +735.0% | -644.6% | +37.9% |
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 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