+17.7%
INTC vs PENG
+42.1%
-24.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +12.4% | -4.7% | +2.9% |
| 7D | -14.4% | -19.4% | +5.0% | -7.9% |
| 30D | -50.2% | -42.4% | -7.9% | -38.9% |
| 3M | -43.6% | -25.6% | -18.0% | -37.8% |
| 6M | -50.2% | +7.3% | -57.5% | -53.2% |
| YTD | +52.5% | +113.9% | -61.3% | +13.0% |
| 1Y | +51.1% | +93.6% | -42.4% | +15.2% |
| 3Y | +50.3% | +170.2% | -119.9% | -2.2% |
| All | +17.7% | +42.1% | -24.4% | -20.8% |
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 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