-47.6%
ILMN vs PENG
+31.0%
-78.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.8% | -3.6% |
| 7D | -28.3% | -36.7% | +8.4% | -21.7% |
| 30D | -24.0% | -42.0% | +18.1% | -16.1% |
| 3M | +4.1% | -33.2% | +37.3% | +10.7% |
| 6M | +49.6% | +2.1% | +47.5% | +38.0% |
| YTD | +58.6% | +90.3% | -31.7% | +25.1% |
| 1Y | +69.9% | +67.7% | +2.2% | +37.5% |
| 3Y | +82.9% | +154.2% | -71.4% | +24.2% |
| 5Y | -47.6% | +28.3% | -75.9% | -62.2% |
| All | -47.6% | +31.0% | -78.6% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling