-97.7%
IRE vs PENG
+120.5%
-218.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -9.1% | -14.1% | -12.5% |
| 7D | -46.8% | -20.5% | -26.4% | -27.1% |
| 30D | -75.5% | -20.4% | -55.1% | -66.9% |
| 3M | -79.4% | -16.4% | -63.0% | -74.0% |
| 6M | -91.3% | +49.2% | -140.5% | -95.5% |
| YTD | -90.8% | +147.2% | -238.0% | -97.8% |
| 1Y | -97.7% | +124.7% | -222.4% | -99.3% |
| All | -97.7% | +120.5% | -218.2% | -99.3% |
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 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