+487.2%
IBKR vs PENG
+116.9%
+370.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.3% | +7.3% | -6.0% | -0.1% |
| 30D | -0.3% | -7.5% | +7.1% | +0.9% |
| 3M | +4.7% | -17.2% | +21.9% | +5.3% |
| 6M | +34.0% | +176.7% | -142.7% | +2.8% |
| YTD | +40.8% | +161.0% | -120.2% | +8.9% |
| 1Y | +45.7% | +108.8% | -63.1% | +16.8% |
| 3Y | +288.4% | +109.8% | +178.6% | +188.6% |
| 5Y | +487.2% | +111.7% | +375.4% | +360.2% |
| All | +487.2% | +116.9% | +370.2% | +360.2% |
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