+40.7%
ILMN vs PENG
+101.4%
-60.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.4% |
| 7D | +1.2% | +4.5% | -3.3% | +0.6% |
| 30D | +9.2% | -7.1% | +16.3% | +9.8% |
| 3M | +29.8% | -27.3% | +57.1% | +32.2% |
| 6M | +69.2% | +169.6% | -100.4% | +35.9% |
| YTD | +66.4% | +164.6% | -98.2% | +33.3% |
| 1Y | +123.4% | +109.5% | +13.9% | +85.2% |
| All | +40.7% | +101.4% | -60.7% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling