+98.4%
INTC vs PENG
+661.7%
-563.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.8% | +2.7% |
| 7D | -1.0% | -3.8% | +2.8% | -0.6% |
| 30D | -43.3% | -40.1% | -3.2% | -34.0% |
| 3M | -41.6% | -21.8% | -19.8% | -37.7% |
| 6M | -52.5% | +3.3% | -55.8% | -54.0% |
| YTD | +60.9% | +133.6% | -72.7% | +25.7% |
| 1Y | +55.7% | +110.7% | -55.0% | +24.6% |
| 3Y | +59.2% | +204.3% | -145.1% | +12.2% |
| 5Y | +25.0% | +54.4% | -29.3% | -4.8% |
| All | +98.4% | +661.7% | -563.2% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling