+31.3%
XLRE vs PENG
+107.4%
-76.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.4% | +0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -2.4% | -12.9% | +10.5% | -2.0% |
| 3M | -2.5% | -20.5% | +18.0% | -2.3% |
| 6M | +4.0% | +176.8% | -172.9% | -4.8% |
| YTD | +9.3% | +161.6% | -152.3% | +0.3% |
| 1Y | +5.6% | +95.6% | -90.1% | -1.7% |
| 3Y | +31.3% | +111.9% | -80.7% | +16.7% |
| All | +31.3% | +107.4% | -76.1% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling