+118.8%
IEFA vs PENG
+762.7%
-643.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.7% |
| 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% | +6.7% |
| 6M | +8.6% | +169.6% | -161.0% | -7.8% |
| YTD | +14.8% | +164.6% | -149.8% | -2.6% |
| 1Y | +22.6% | +109.5% | -86.9% | +6.6% |
| 3Y | +67.0% | +98.9% | -31.9% | +38.0% |
| 5Y | +52.3% | +116.3% | -64.0% | +20.6% |
| All | +118.8% | +762.7% | -643.9% | +48.3% |
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 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