+88.1%
INTC vs PENG
+597.2%
-509.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +12.4% | -4.7% | +4.0% |
| 7D | -14.4% | -19.4% | +5.0% | -9.3% |
| 30D | -50.2% | -42.4% | -7.9% | -41.5% |
| 3M | -43.6% | -25.6% | -18.0% | -38.9% |
| 6M | -50.2% | +7.3% | -57.5% | -52.0% |
| YTD | +52.5% | +113.9% | -61.3% | +22.4% |
| 1Y | +51.1% | +93.6% | -42.4% | +24.1% |
| 3Y | +50.3% | +170.2% | -119.9% | +9.6% |
| 5Y | +19.2% | +44.2% | -25.0% | -7.2% |
| All | +88.1% | +597.2% | -509.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling