+64.4%
IT vs PENG
+735.0%
-670.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -3.7% | +34.6% | -38.3% | -6.9% |
| 30D | -3.1% | -35.9% | +32.8% | +0.5% |
| 3M | +6.3% | -14.7% | +21.0% | +5.7% |
| 6M | +24.8% | +13.5% | +11.2% | +13.5% |
| YTD | -24.4% | +156.1% | -180.5% | -40.5% |
| 1Y | -17.1% | +141.3% | -158.4% | -34.4% |
| 3Y | -53.6% | +223.4% | -277.1% | -66.8% |
| 5Y | -42.5% | +67.4% | -109.9% | -56.5% |
| All | +64.4% | +735.0% | -670.6% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling