+163.5%
XRT vs PENG
+720.8%
-557.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.6% |
| 7D | -1.4% | +1.9% | -3.3% | -2.4% |
| 30D | +9.8% | -37.8% | +47.5% | +16.0% |
| 3M | +3.3% | -14.1% | +17.4% | +2.8% |
| 6M | +13.6% | +13.1% | +0.5% | +3.7% |
| YTD | +9.1% | +151.8% | -142.7% | -15.0% |
| 1Y | +15.1% | +136.0% | -120.9% | -9.5% |
| 3Y | +59.9% | +217.9% | -158.0% | +13.0% |
| 5Y | -1.7% | +64.1% | -65.8% | -26.4% |
| All | +163.5% | +720.8% | -557.3% | +60.3% |
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