-23.3%
INFY vs PENG
+120.5%
-143.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.1% | +11.7% | +1.7% |
| 7D | +1.2% | -20.5% | +21.7% | -0.5% |
| 30D | +13.8% | -20.4% | +34.1% | +12.2% |
| 3M | -2.9% | -16.4% | +13.6% | -3.4% |
| 6M | +2.2% | +49.2% | -47.1% | -6.9% |
| YTD | -29.8% | +147.2% | -177.0% | -40.4% |
| 1Y | -23.3% | +124.7% | -148.0% | -34.5% |
| All | -23.3% | +120.5% | -143.8% | -34.5% |
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