+23.8%
IJR vs PENG
+42.1%
-18.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -1.8% |
| 7D | -1.9% | -19.4% | +17.6% | +0.6% |
| 30D | +0.4% | -42.4% | +42.8% | +7.7% |
| 3M | -6.6% | -25.6% | +19.1% | -4.5% |
| 6M | -0.3% | +7.3% | -7.6% | -8.6% |
| YTD | +15.5% | +113.9% | -98.4% | -8.8% |
| 1Y | +19.2% | +93.6% | -74.3% | -4.3% |
| 3Y | +54.6% | +170.2% | -115.7% | +8.5% |
| All | +23.8% | +42.1% | -18.4% | -9.3% |
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 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