+31.3%
IOT vs PENG
+111.6%
-80.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.8% | +7.8% | -5.0% | +1.7% |
| 30D | -1.8% | -12.2% | +10.4% | -0.2% |
| 3M | +17.9% | -20.6% | +38.5% | +18.4% |
| 6M | +13.5% | +180.9% | -167.4% | -16.4% |
| YTD | +13.3% | +162.3% | -149.0% | -16.2% |
| 1Y | -3.3% | +107.3% | -110.6% | -24.8% |
| 3Y | +31.3% | +110.8% | -79.4% | -9.3% |
| All | +31.3% | +111.6% | -80.3% | -9.3% |
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