+206.6%
IDXX vs PENG
+752.7%
-546.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.1% |
| 7D | -5.7% | -1.2% | -4.6% | -5.6% |
| 30D | -11.5% | -12.9% | +1.3% | -10.2% |
| 3M | -9.5% | -20.5% | +10.9% | -9.2% |
| 6M | -16.0% | +176.8% | -192.8% | -32.2% |
| YTD | -25.4% | +161.6% | -187.0% | -39.5% |
| 1Y | -21.8% | +95.6% | -117.4% | -34.0% |
| 3Y | +7.0% | +111.9% | -104.9% | -16.7% |
| 5Y | -26.0% | +111.4% | -137.4% | -43.9% |
| All | +206.6% | +752.7% | -546.0% | +84.9% |
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 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