-17.4%
INFY vs PENG
+192.0%
-209.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.6% |
| 7D | +5.5% | -16.1% | +21.6% | +5.5% |
| 30D | +17.3% | -41.5% | +58.8% | +17.6% |
| 3M | +0.2% | -19.1% | +19.3% | -0.1% |
| 6M | +0.3% | +0.9% | -0.7% | -4.7% |
| YTD | -27.8% | +128.2% | -156.0% | -37.9% |
| 1Y | -23.3% | +98.6% | -121.8% | -33.0% |
| All | -17.4% | +192.0% | -209.4% | -37.2% |
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 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