+0.3%
XRT vs PENG
+115.2%
-114.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | 0.0% |
| 7D | +0.8% | +4.5% | -3.7% | 0.0% |
| 30D | -4.2% | -7.1% | +2.9% | -3.4% |
| 3M | +5.1% | -27.3% | +32.3% | +7.3% |
| 6M | +2.4% | +169.6% | -167.2% | -21.6% |
| YTD | +3.2% | +164.6% | -161.4% | -21.1% |
| 1Y | +1.5% | +109.5% | -107.9% | -19.3% |
| 3Y | +40.6% | +98.9% | -58.4% | +2.8% |
| All | +0.3% | +115.2% | -114.9% | -28.7% |
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