-42.7%
IT vs PENG
+50.3%
-93.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -7.5% | -16.1% | +8.6% | -6.6% |
| 30D | -1.2% | -41.5% | +40.3% | +2.2% |
| 3M | -2.2% | -19.1% | +16.9% | -2.5% |
| 6M | +19.1% | +0.9% | +18.2% | +9.3% |
| YTD | -25.1% | +128.2% | -153.3% | -41.3% |
| 1Y | -17.4% | +98.6% | -115.9% | -33.9% |
| 3Y | -54.1% | +188.2% | -242.3% | -68.1% |
| 5Y | -42.7% | +55.5% | -98.2% | -56.9% |
| All | -42.7% | +50.3% | -93.0% | -56.9% |
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