+216.0%
IDXX vs PENG
+755.0%
-539.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -4.6% | +7.8% | -12.4% | -5.6% |
| 30D | -11.3% | -12.2% | +0.9% | -10.1% |
| 3M | -7.3% | -20.6% | +13.3% | -7.0% |
| 6M | -14.5% | +180.9% | -195.4% | -31.1% |
| YTD | -23.1% | +162.3% | -185.4% | -37.7% |
| 1Y | -20.3% | +107.3% | -127.6% | -33.4% |
| 3Y | +11.7% | +110.8% | -99.1% | -13.0% |
| 5Y | -24.4% | +117.8% | -142.2% | -42.9% |
| All | +216.0% | +755.0% | -539.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling