+115.2%
IEFA vs PENG
+751.0%
-635.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.5% | +7.3% | -7.8% | -1.4% |
| 30D | -1.1% | -7.5% | +6.4% | -0.4% |
| 3M | +5.1% | -17.2% | +22.3% | +5.5% |
| 6M | +9.3% | +176.7% | -167.4% | -7.5% |
| YTD | +13.0% | +161.0% | -148.1% | -4.1% |
| 1Y | +19.2% | +108.8% | -89.7% | +3.6% |
| 3Y | +67.0% | +109.8% | -42.8% | +36.9% |
| 5Y | +51.1% | +111.7% | -60.6% | +20.0% |
| All | +115.2% | +751.0% | -635.8% | +46.1% |
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