-40.2%
IT vs PENG
+115.2%
-155.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.1% | -5.3% |
| 7D | -6.0% | +4.5% | -10.6% | -6.5% |
| 30D | 0.0% | -7.1% | +7.1% | +0.4% |
| 3M | +13.1% | -27.3% | +40.3% | +14.0% |
| 6M | +11.7% | +169.6% | -157.9% | -11.9% |
| YTD | -26.1% | +164.6% | -190.7% | -41.6% |
| 1Y | -21.3% | +109.5% | -130.7% | -35.7% |
| 3Y | -46.7% | +98.9% | -145.7% | -59.6% |
| All | -40.2% | +115.2% | -155.4% | -55.0% |
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 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