+23.9%
IP vs PENG
+101.4%
-77.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.7% |
| 7D | -5.3% | +4.5% | -9.8% | -5.6% |
| 30D | -10.9% | -7.1% | -3.7% | -10.5% |
| 3M | +11.2% | -27.3% | +38.4% | +12.3% |
| 6M | -10.2% | +169.6% | -179.8% | -21.4% |
| YTD | -2.0% | +164.6% | -166.6% | -14.2% |
| 1Y | -19.1% | +109.5% | -128.6% | -28.0% |
| All | +23.9% | +101.4% | -77.5% | +6.9% |
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 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