+12.8%
ICE vs PENG
+10.2%
+2.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | -2.3% |
| 7D | +6.7% | -36.7% | +43.4% | +3.3% |
| 30D | +13.4% | -42.0% | +55.4% | +9.6% |
| 3M | +16.5% | -33.2% | +49.7% | +14.0% |
| 6M | +12.8% | +2.1% | +10.7% | +12.6% |
| All | +12.8% | +10.2% | +2.6% | +12.6% |
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 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