-83.7%
IRE vs PENG
+135.1%
-218.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.4% | +7.5% | +6.2% |
| 7D | +54.8% | +4.5% | +50.2% | +47.4% |
| 30D | +18.4% | -7.1% | +25.5% | +30.8% |
| 3M | -66.7% | -27.3% | -39.5% | -51.4% |
| 6M | -52.3% | +169.6% | -221.9% | -89.8% |
| YTD | -52.3% | +164.6% | -216.9% | -90.2% |
| All | -83.7% | +135.1% | -218.7% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling