-14.9%
INFQ vs PENG
+166.8%
-181.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | +4.8% | +7.3% | -2.5% | +1.3% |
| 30D | +13.4% | -7.5% | +20.9% | +17.4% |
| 3M | -3.3% | -17.2% | +13.9% | -2.2% |
| 6M | +13.7% | +176.7% | -163.0% | -57.3% |
| All | -14.9% | +166.8% | -181.7% | -67.7% |
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