-25.7%
IDXX vs PENG
+100.5%
-126.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.0% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -13.7% | -15.2% | +1.5% | -11.9% |
| 3M | -9.1% | -16.9% | +7.9% | -9.8% |
| 6M | -15.4% | +161.5% | -177.0% | -35.1% |
| YTD | -25.1% | +148.6% | -173.7% | -42.3% |
| 1Y | -20.6% | +89.6% | -110.2% | -35.9% |
| 3Y | +8.7% | +99.8% | -91.0% | -21.5% |
| 5Y | -25.7% | +100.9% | -126.6% | -48.7% |
| All | -25.7% | +100.5% | -126.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling