+147.6%
IJH vs PENG
+751.0%
-603.4%
-42.2%
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 | -0.7% | +7.3% | -8.0% | -1.9% |
| 30D | -3.8% | -7.5% | +3.6% | -2.9% |
| 3M | 0.0% | -17.2% | +17.3% | +0.5% |
| 6M | +8.8% | +176.7% | -168.0% | -13.1% |
| YTD | +13.5% | +161.0% | -147.5% | -8.8% |
| 1Y | +15.4% | +108.8% | -93.4% | -4.3% |
| 3Y | +50.9% | +109.8% | -58.9% | +16.0% |
| 5Y | +47.8% | +111.7% | -63.9% | +9.6% |
| All | +147.6% | +751.0% | -603.4% | +57.4% |
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