+109.7%
IEFA vs PENG
+689.3%
-579.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.8% |
| 7D | +2.2% | +13.2% | -11.0% | +0.6% |
| 30D | +1.1% | -29.9% | +31.0% | +4.4% |
| 3M | -4.3% | -22.2% | +18.0% | -3.1% |
| 6M | +1.4% | -1.9% | +3.3% | -2.8% |
| YTD | +10.1% | +142.1% | -132.0% | -7.3% |
| 1Y | +12.9% | +151.5% | -138.6% | -5.5% |
| 3Y | +65.8% | +206.9% | -141.2% | +29.5% |
| 5Y | +47.7% | +58.2% | -10.6% | +20.0% |
| All | +109.7% | +689.3% | -579.6% | +41.3% |
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