-1.1%
IP vs PENG
+73.0%
-74.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.1% | -3.2% |
| 7D | -5.0% | -36.7% | +31.7% | -3.7% |
| 30D | +6.5% | -42.0% | +48.6% | +8.0% |
| 3M | -18.0% | -33.2% | +15.2% | -17.8% |
| 6M | +10.3% | +2.1% | +8.2% | +2.1% |
| YTD | -9.9% | +90.3% | -100.2% | -25.6% |
| 1Y | -1.1% | +67.7% | -68.7% | -17.0% |
| All | -1.1% | +73.0% | -74.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling