+67.4%
IOT vs PENG
+63.1%
+4.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.2% |
| 7D | +0.9% | +13.2% | -12.3% | -1.8% |
| 30D | +1.4% | -29.9% | +31.3% | +7.2% |
| 3M | +0.5% | -22.2% | +22.8% | +2.0% |
| 6M | +50.3% | -1.9% | +52.2% | +32.2% |
| YTD | +16.7% | +142.1% | -125.5% | -27.0% |
| 1Y | +6.8% | +151.5% | -144.7% | -34.1% |
| 3Y | +75.5% | +206.9% | -131.5% | -12.5% |
| All | +67.4% | +63.1% | +4.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling