+149.4%
XRT vs PENG
+762.7%
-613.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | 0.0% |
| 7D | +0.8% | +4.5% | -3.7% | +0.1% |
| 30D | -4.2% | -7.1% | +2.9% | -3.4% |
| 3M | +5.1% | -27.3% | +32.3% | +7.2% |
| 6M | +2.4% | +169.6% | -167.2% | -18.7% |
| YTD | +3.2% | +164.6% | -161.4% | -18.2% |
| 1Y | +1.5% | +109.5% | -107.9% | -16.7% |
| 3Y | +40.6% | +98.9% | -58.4% | +7.9% |
| 5Y | -1.0% | +116.3% | -117.2% | -27.4% |
| All | +149.4% | +762.7% | -613.3% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling