+142.9%
IJR vs PENG
+762.7%
-619.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.1% | -0.7% |
| 7D | -0.2% | +4.5% | -4.7% | -1.0% |
| 30D | -2.4% | -7.1% | +4.7% | -1.5% |
| 3M | +3.9% | -27.3% | +31.2% | +6.5% |
| 6M | +12.4% | +169.6% | -157.2% | -10.9% |
| YTD | +21.5% | +164.6% | -143.1% | -3.8% |
| 1Y | +24.0% | +109.5% | -85.5% | +1.7% |
| 3Y | +49.7% | +98.9% | -49.2% | +14.8% |
| 5Y | +39.7% | +116.3% | -76.6% | +1.7% |
| All | +142.9% | +762.7% | -619.8% | +49.4% |
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 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