+153.1%
IBM vs PENG
+720.8%
-567.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +0.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | +10.1% | -37.8% | +47.9% | +14.6% |
| 3M | +4.8% | -14.1% | +18.9% | +4.7% |
| 6M | +12.6% | +13.1% | -0.5% | +6.1% |
| YTD | -13.9% | +151.8% | -165.7% | -27.2% |
| 1Y | -18.7% | +136.0% | -154.7% | -30.8% |
| 3Y | +81.9% | +217.9% | -136.0% | +43.6% |
| 5Y | +148.3% | +64.1% | +84.2% | +103.0% |
| All | +153.1% | +720.8% | -567.7% | +77.8% |
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