+81.9%
IBM vs PENG
+153.0%
-71.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -1.2% |
| 7D | -4.3% | -36.7% | +32.4% | -1.5% |
| 30D | +11.7% | -42.0% | +53.7% | +15.3% |
| 3M | +5.5% | -33.2% | +38.7% | +7.3% |
| 6M | +9.5% | +2.1% | +7.4% | +3.4% |
| YTD | -14.9% | +90.3% | -105.2% | -26.3% |
| 1Y | -17.4% | +67.7% | -85.0% | -27.5% |
| All | +81.9% | +153.0% | -71.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling