-19.5%
IBM vs PENG
+88.9%
-108.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.2% | -1.3% |
| 7D | -5.0% | -19.4% | +14.5% | -4.3% |
| 30D | +11.1% | -42.4% | +53.5% | +13.2% |
| 3M | +5.7% | -25.6% | +31.4% | +6.1% |
| 6M | +10.1% | +7.3% | +2.8% | +2.2% |
| YTD | -15.6% | +113.9% | -129.5% | -31.6% |
| 1Y | -19.5% | +93.6% | -113.1% | -33.9% |
| All | -19.5% | +88.9% | -108.5% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling