+0.1%
IOT vs PENG
+106.3%
-106.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.7% |
| 7D | +5.1% | +7.3% | -2.2% | +5.1% |
| 30D | -3.0% | -7.5% | +4.4% | -3.2% |
| 3M | +15.0% | -17.2% | +32.2% | +14.7% |
| 6M | +13.1% | +176.7% | -163.6% | -0.7% |
| YTD | +9.0% | +161.0% | -152.0% | -4.8% |
| 1Y | +0.1% | +108.8% | -108.7% | -14.2% |
| All | +0.1% | +106.3% | -106.2% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling