+33.4%
INTC vs PENG
+68.7%
-35.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.3% | -2.8% | +3.5% |
| 7D | +7.3% | +1.9% | +5.4% | +5.7% |
| 30D | -38.3% | -37.8% | -0.6% | -26.5% |
| 3M | -36.0% | -14.1% | -21.9% | -33.3% |
| 6M | -51.7% | +13.1% | -64.8% | -55.8% |
| YTD | +69.4% | +151.8% | -82.4% | +17.6% |
| 1Y | +65.0% | +136.0% | -71.0% | +16.8% |
| 3Y | +63.0% | +217.9% | -155.0% | -0.6% |
| 5Y | +33.4% | +64.1% | -30.7% | -15.6% |
| All | +33.4% | +68.7% | -35.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling