+66.1%
INTC vs PENG
+130.4%
-64.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | +0.2% |
| 7D | +6.0% | +13.2% | -7.2% | -0.6% |
| 30D | -39.2% | -29.9% | -9.3% | -27.9% |
| 3M | -42.9% | -22.2% | -20.7% | -37.3% |
| 6M | -50.4% | -1.9% | -48.5% | -54.4% |
| YTD | +61.7% | +142.1% | -80.4% | -14.0% |
| 1Y | +66.1% | +151.5% | -85.4% | -13.6% |
| All | +66.1% | +130.4% | -64.2% | -13.6% |
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 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