+135.8%
IJR vs PENG
+689.3%
-553.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | +2.2% | +13.2% | -11.1% | 0.0% |
| 30D | +3.8% | -29.9% | +33.8% | +8.5% |
| 3M | -5.7% | -22.2% | +16.5% | -4.3% |
| 6M | +4.6% | -1.9% | +6.5% | -1.5% |
| YTD | +18.0% | +142.1% | -124.2% | -7.5% |
| 1Y | +21.8% | +151.5% | -129.7% | -5.3% |
| 3Y | +61.1% | +206.9% | -145.9% | +14.5% |
| 5Y | +27.3% | +58.2% | -30.9% | -4.0% |
| All | +135.8% | +689.3% | -553.5% | +43.7% |
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 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