+28.6%
ILMN vs PENG
+762.7%
-734.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.7% |
| 7D | +1.2% | +4.5% | -3.3% | +0.4% |
| 30D | +9.2% | -7.1% | +16.3% | +10.0% |
| 3M | +29.8% | -27.3% | +57.1% | +32.8% |
| 6M | +69.2% | +169.6% | -100.4% | +32.9% |
| YTD | +66.4% | +164.6% | -98.2% | +30.3% |
| 1Y | +123.4% | +109.5% | +13.9% | +81.6% |
| 3Y | +33.2% | +98.9% | -65.8% | +1.3% |
| 5Y | -52.0% | +116.3% | -168.2% | -65.3% |
| All | +28.6% | +762.7% | -734.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling