+25.6%
ILMN vs PENG
+597.2%
-571.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.4% | -9.9% | +0.2% |
| 7D | -9.7% | -19.4% | +9.8% | -6.5% |
| 30D | -20.4% | -42.4% | +22.0% | -12.7% |
| 3M | +10.0% | -25.6% | +35.7% | +14.2% |
| 6M | +49.5% | +7.3% | +42.2% | +39.1% |
| YTD | +62.5% | +113.9% | -51.4% | +30.8% |
| 1Y | +76.0% | +93.6% | -17.6% | +43.9% |
| 3Y | +94.2% | +170.2% | -76.1% | +42.0% |
| 5Y | -46.3% | +44.2% | -90.5% | -58.6% |
| All | +25.6% | +597.2% | -571.6% | -26.3% |
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 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