+165.3%
INTC vs PENG
+101.4%
+63.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -1.9% | +2.1% |
| 7D | +7.1% | +4.5% | +2.5% | +5.3% |
| 30D | -5.2% | -7.1% | +1.9% | -2.8% |
| 3M | -14.3% | -27.3% | +13.0% | -6.1% |
| 6M | +110.2% | +169.6% | -59.4% | +48.4% |
| YTD | +159.6% | +164.6% | -5.0% | +83.1% |
| 1Y | +289.3% | +109.5% | +179.8% | +190.2% |
| All | +165.3% | +101.4% | +63.9% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling