+41.1%
IJR vs PENG
+107.7%
-66.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +0.9% | +7.8% | -6.9% | -0.3% |
| 30D | -3.1% | -12.2% | +9.1% | -1.4% |
| 3M | +4.4% | -20.6% | +25.0% | +5.5% |
| 6M | +16.1% | +180.9% | -164.8% | -9.6% |
| YTD | +20.6% | +162.3% | -141.7% | -5.4% |
| 1Y | +22.9% | +107.3% | -84.4% | +0.1% |
| 3Y | +55.2% | +110.8% | -55.6% | +15.5% |
| 5Y | +41.1% | +117.8% | -76.7% | +3.7% |
| All | +41.1% | +107.7% | -66.6% | +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 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