+4.0%
IP vs PENG
+520.3%
-516.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.1% | -0.9% |
| 7D | -5.0% | -36.7% | +31.7% | +0.2% |
| 30D | +6.5% | -42.0% | +48.6% | +12.9% |
| 3M | -18.0% | -33.2% | +15.2% | -15.4% |
| 6M | +10.3% | +2.1% | +8.2% | +3.1% |
| YTD | -9.9% | +90.3% | -100.2% | -24.5% |
| 1Y | -1.1% | +67.7% | -68.7% | -15.7% |
| 3Y | +13.0% | +154.2% | -141.2% | -14.5% |
| 5Y | -12.3% | +28.3% | -40.6% | -30.1% |
| All | +4.0% | +520.3% | -516.4% | -29.9% |
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 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