-31.1%
INFY vs PENG
+111.6%
-142.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.9% |
| 7D | -7.2% | +7.8% | -15.0% | -7.4% |
| 30D | -11.2% | -12.2% | +1.0% | -11.0% |
| 3M | -7.4% | -20.6% | +13.2% | -7.4% |
| 6M | -21.3% | +180.9% | -202.2% | -29.5% |
| YTD | -36.2% | +162.3% | -198.5% | -42.7% |
| 1Y | -31.3% | +107.3% | -138.5% | -37.4% |
| 3Y | -31.1% | +110.8% | -141.8% | -39.6% |
| All | -31.1% | +111.6% | -142.7% | -39.6% |
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 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