+353.8%
IBKR vs PENG
+56.5%
+297.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +1.7% |
| 7D | +7.9% | +13.2% | -5.3% | +5.1% |
| 30D | -2.8% | -29.9% | +27.1% | +2.9% |
| 3M | -10.5% | -22.2% | +11.8% | -8.0% |
| 6M | -3.7% | -1.9% | -1.8% | -9.4% |
| YTD | +27.6% | +142.1% | -114.6% | -2.8% |
| 1Y | +22.5% | +151.5% | -129.0% | -7.4% |
| 3Y | +307.2% | +206.9% | +100.3% | +181.9% |
| All | +353.8% | +56.5% | +297.3% | +234.6% |
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