-97.3%
IRE vs PENG
+123.7%
-221.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +10.3% | +1.8% | -0.6% |
| 7D | -15.1% | +1.9% | -17.0% | -13.2% |
| 30D | -71.4% | -37.8% | -33.6% | -43.5% |
| 3M | -81.2% | -14.1% | -67.1% | -76.2% |
| 6M | -93.7% | +13.1% | -106.9% | -95.1% |
| YTD | -92.2% | +151.8% | -244.0% | -98.2% |
| 1Y | -97.3% | +136.0% | -233.2% | -99.2% |
| All | -97.3% | +123.7% | -221.0% | -99.1% |
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