+23.5%
ILMN vs PENG
+735.0%
-711.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +0.7% | +34.6% | -33.9% | -4.8% |
| 30D | -22.7% | -35.9% | +13.2% | -17.1% |
| 3M | +8.6% | -14.7% | +23.3% | +9.8% |
| 6M | +43.8% | +13.5% | +30.3% | +32.6% |
| YTD | +59.8% | +156.1% | -96.4% | +24.3% |
| 1Y | +71.8% | +141.3% | -69.5% | +34.8% |
| 3Y | +119.0% | +223.4% | -104.4% | +54.9% |
| 5Y | -43.8% | +67.4% | -111.2% | -58.0% |
| All | +23.5% | +735.0% | -711.5% | -30.0% |
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