+14.1%
XRT vs PENG
+130.4%
-116.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.5% |
| 7D | +1.7% | +13.2% | -11.5% | +1.5% |
| 30D | +7.5% | -29.9% | +37.4% | +8.2% |
| 3M | +2.2% | -22.2% | +24.4% | +2.2% |
| 6M | +14.7% | -1.9% | +16.5% | +9.3% |
| YTD | +7.5% | +142.1% | -134.6% | -13.0% |
| 1Y | +14.1% | +151.5% | -137.4% | -8.6% |
| All | +14.1% | +130.4% | -116.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling