-38.2%
INFY vs PENG
+52.9%
-91.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | +5.5% | -16.1% | +21.6% | +6.1% |
| 30D | +17.3% | -41.5% | +58.8% | +19.9% |
| 3M | +0.2% | -19.1% | +19.3% | 0.0% |
| 6M | +0.3% | +0.9% | -0.7% | -5.6% |
| YTD | -27.8% | +128.2% | -156.0% | -39.3% |
| 1Y | -23.3% | +98.6% | -121.8% | -34.5% |
| 3Y | -17.8% | +188.2% | -206.0% | -36.7% |
| All | -38.2% | +52.9% | -91.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling