+57.4%
INTC vs PENG
+120.5%
-63.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.1% | +5.3% | +0.8% |
| 7D | -39.0% | -20.5% | -18.5% | -30.7% |
| 30D | -49.8% | -20.4% | -29.5% | -44.2% |
| 3M | -42.2% | -16.4% | -25.8% | -38.0% |
| 6M | -39.2% | +49.2% | -88.4% | -55.8% |
| YTD | +57.9% | +147.2% | -89.3% | -14.8% |
| 1Y | +57.4% | +124.7% | -67.3% | -11.5% |
| All | +57.4% | +120.5% | -63.1% | -11.5% |
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