+25.5%
ILMN vs PENG
+720.8%
-695.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -2.8% |
| 7D | -6.0% | +1.9% | -7.9% | -6.8% |
| 30D | -23.0% | -37.8% | +14.7% | -17.0% |
| 3M | +10.4% | -14.1% | +24.5% | +11.5% |
| 6M | +49.4% | +13.1% | +36.3% | +37.8% |
| YTD | +62.3% | +151.8% | -89.4% | +26.7% |
| 1Y | +73.7% | +136.0% | -62.3% | +36.9% |
| 3Y | +122.5% | +217.9% | -95.4% | +57.9% |
| 5Y | -43.2% | +64.1% | -107.3% | -57.3% |
| All | +25.5% | +720.8% | -695.4% | -28.6% |
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