+76.0%
ILMN vs PENG
+88.9%
-13.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.4% | -9.9% | +0.8% |
| 7D | -9.7% | -19.4% | +9.8% | -7.5% |
| 30D | -20.4% | -42.4% | +22.0% | -16.3% |
| 3M | +10.0% | -25.6% | +35.7% | +13.2% |
| 6M | +49.5% | +7.3% | +42.2% | +42.2% |
| YTD | +62.5% | +113.9% | -51.4% | +41.2% |
| 1Y | +76.0% | +93.6% | -17.6% | +54.2% |
| All | +76.0% | +88.9% | -13.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling