+101.6%
INFY vs PENG
+762.7%
-661.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.7% | -3.8% |
| 7D | -2.9% | +4.5% | -7.4% | -3.3% |
| 30D | -6.2% | -7.1% | +0.9% | -5.8% |
| 3M | -4.9% | -27.3% | +22.4% | -4.1% |
| 6M | -16.6% | +169.6% | -186.2% | -29.1% |
| YTD | -32.9% | +164.6% | -197.5% | -43.0% |
| 1Y | -26.9% | +109.5% | -136.3% | -36.5% |
| 3Y | -26.6% | +98.9% | -125.5% | -39.3% |
| 5Y | -44.1% | +116.3% | -160.3% | -55.4% |
| All | +101.6% | +762.7% | -661.1% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling