-16.5%
IT vs PENG
+108.0%
-124.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.8% | +1.6% |
| 7D | -18.8% | -3.8% | -15.0% | -18.5% |
| 30D | -0.1% | -40.1% | +40.0% | -4.1% |
| 3M | +2.9% | -21.8% | +24.7% | +2.4% |
| 6M | +20.4% | +3.3% | +17.1% | +15.5% |
| YTD | -24.3% | +133.6% | -157.9% | -34.8% |
| All | -16.5% | +108.0% | -124.5% | -28.7% |
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