+7.0%
XLRE vs PENG
+107.7%
-100.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.3% | +7.8% | -8.1% | -0.9% |
| 30D | -2.4% | -12.2% | +9.8% | -1.6% |
| 3M | +0.6% | -20.6% | +21.2% | +0.9% |
| 6M | +3.9% | +180.9% | -177.0% | -10.4% |
| YTD | +10.5% | +162.3% | -151.8% | -4.3% |
| 1Y | +8.4% | +107.3% | -98.9% | -4.2% |
| 3Y | +32.8% | +110.8% | -78.0% | +10.2% |
| 5Y | +7.0% | +117.8% | -110.8% | -14.2% |
| All | +7.0% | +107.7% | -100.7% | -14.2% |
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