+9.5%
IBM vs PENG
+10.2%
-0.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -2.6% |
| 7D | -4.3% | -36.7% | +32.4% | -4.1% |
| 30D | +11.7% | -42.0% | +53.7% | +11.9% |
| 3M | +5.5% | -33.2% | +38.7% | +5.6% |
| 6M | +9.5% | +2.1% | +7.4% | +8.7% |
| All | +9.5% | +10.2% | -0.8% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling