+8.3%
IP vs PENG
+705.8%
-697.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +2.7% |
| 7D | +3.4% | -20.5% | +23.9% | +6.1% |
| 30D | +11.2% | -20.4% | +31.6% | +13.3% |
| 3M | -14.8% | -16.4% | +1.6% | -14.3% |
| 6M | +17.3% | +49.2% | -31.9% | +4.2% |
| YTD | -6.2% | +147.2% | -153.4% | -23.9% |
| 1Y | +2.3% | +124.7% | -122.3% | -15.9% |
| 3Y | +17.7% | +230.3% | -212.6% | -13.7% |
| 5Y | -8.4% | +71.4% | -79.8% | -29.7% |
| All | +8.3% | +705.8% | -697.6% | -29.3% |
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 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