-3.2%
XRT vs PENG
+31.0%
-34.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | +0.4% |
| 7D | +2.3% | -36.7% | +39.0% | +8.3% |
| 30D | +9.8% | -42.0% | +51.8% | +16.7% |
| 3M | -0.2% | -33.2% | +33.0% | +3.0% |
| 6M | +8.4% | +2.1% | +6.3% | -2.1% |
| YTD | +7.5% | +90.3% | -82.8% | -16.1% |
| 1Y | +13.2% | +67.7% | -54.5% | -9.6% |
| 3Y | +52.0% | +154.2% | -102.2% | +1.3% |
| 5Y | -3.2% | +28.3% | -31.5% | -30.4% |
| All | -3.2% | +31.0% | -34.2% | -30.4% |
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