+20.0%
IEFA vs PENG
+106.3%
-86.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +1.2% | +7.8% | -6.6% | +0.5% |
| 30D | -0.6% | -12.2% | +11.6% | +0.3% |
| 3M | +6.2% | -20.6% | +26.8% | +6.6% |
| 6M | +11.2% | +180.9% | -169.8% | -4.6% |
| YTD | +14.2% | +162.3% | -148.1% | -1.7% |
| 1Y | +20.0% | +107.3% | -87.3% | +3.7% |
| All | +20.0% | +106.3% | -86.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling