+9.3%
XLRE vs PENG
+56.2%
-46.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | +0.8% |
| 7D | +2.3% | -3.8% | +6.1% | +2.2% |
| 30D | +7.3% | -40.1% | +47.4% | +10.6% |
| 3M | +0.1% | -21.8% | +21.9% | +0.7% |
| 6M | +2.3% | +3.3% | -1.1% | -2.4% |
| YTD | +13.3% | +133.6% | -120.3% | -2.4% |
| 1Y | +12.0% | +110.7% | -98.7% | -2.6% |
| 3Y | +45.5% | +204.3% | -158.8% | +14.1% |
| 5Y | +9.3% | +54.4% | -45.0% | -11.5% |
| All | +9.3% | +56.2% | -46.9% | -11.5% |
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 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