+52.3%
IEFA vs PENG
+115.2%
-62.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.6% |
| 7D | +0.6% | +4.5% | -4.0% | 0.0% |
| 30D | +1.0% | -7.1% | +8.1% | +1.7% |
| 3M | +4.7% | -27.3% | +32.0% | +6.6% |
| 6M | +8.6% | +169.6% | -161.0% | -8.3% |
| YTD | +14.8% | +164.6% | -149.8% | -3.1% |
| 1Y | +22.6% | +109.5% | -86.9% | +6.1% |
| 3Y | +67.0% | +98.9% | -31.9% | +37.2% |
| All | +52.3% | +115.2% | -62.9% | +19.9% |
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