+121.6%
IBB vs PENG
+520.3%
-398.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.0% | +18.0% | -2.3% |
| 7D | -3.6% | -36.7% | +33.1% | +1.2% |
| 30D | +3.4% | -42.0% | +45.4% | +9.2% |
| 3M | +9.5% | -33.2% | +42.7% | +12.9% |
| 6M | +23.3% | +2.1% | +21.2% | +16.5% |
| YTD | +24.5% | +90.3% | -65.7% | +6.8% |
| 1Y | +32.9% | +67.7% | -34.7% | +15.7% |
| 3Y | +76.6% | +154.2% | -77.7% | +38.7% |
| 5Y | +35.5% | +28.3% | +7.2% | +11.4% |
| All | +121.6% | +520.3% | -398.7% | +44.1% |
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