+75.3%
IOT vs PENG
+227.7%
-152.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +0.6% | +34.6% | -34.0% | -2.6% |
| 30D | +0.1% | -35.9% | +36.1% | +4.1% |
| 3M | +5.0% | -14.7% | +19.7% | +4.9% |
| 6M | +47.0% | +13.5% | +33.5% | +31.9% |
| YTD | +16.6% | +156.1% | -139.6% | -16.6% |
| 1Y | +4.8% | +141.3% | -136.6% | -23.9% |
| All | +75.3% | +227.7% | -152.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling