-98.8%
IRE vs PENG
+73.0%
-171.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -23.0% | -10.9% | -6.7% |
| 7D | -57.1% | -36.7% | -20.5% | -20.8% |
| 30D | -84.4% | -42.0% | -42.4% | -68.3% |
| 3M | -85.0% | -33.2% | -51.8% | -74.4% |
| 6M | -95.2% | +2.1% | -97.4% | -95.9% |
| YTD | -93.9% | +90.3% | -184.2% | -97.8% |
| 1Y | -98.8% | +67.7% | -166.5% | -99.5% |
| All | -98.8% | +73.0% | -171.8% | -99.5% |
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