+989.8%
IBKR vs PENG
+710.3%
+279.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | -0.3% | -15.2% | +14.9% | +2.6% |
| 3M | +4.8% | -16.9% | +21.7% | +5.4% |
| 6M | +30.8% | +161.5% | -130.7% | +3.5% |
| YTD | +39.5% | +148.6% | -109.1% | +11.1% |
| 1Y | +43.7% | +89.6% | -46.0% | +19.6% |
| 3Y | +284.7% | +99.8% | +184.9% | +194.9% |
| 5Y | +484.9% | +100.9% | +384.0% | +332.6% |
| All | +989.8% | +710.3% | +279.5% | +569.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling