+56.5%
IOT vs PENG
+75.8%
-19.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.6% |
| 7D | +5.1% | +7.3% | -2.2% | +3.3% |
| 30D | -3.0% | -7.5% | +4.4% | -1.6% |
| 3M | +15.0% | -17.2% | +32.2% | +13.9% |
| 6M | +13.1% | +176.7% | -163.6% | -27.8% |
| YTD | +9.0% | +161.0% | -152.0% | -30.1% |
| 1Y | +0.1% | +108.8% | -108.7% | -31.5% |
| 3Y | +26.4% | +109.8% | -83.3% | -26.6% |
| All | +56.5% | +75.8% | -19.3% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling