-43.1%
IT vs PENG
+42.1%
-85.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.4% | -16.4% | -4.8% |
| 7D | -16.9% | -19.4% | +2.5% | -16.0% |
| 30D | +2.3% | -42.4% | +44.7% | +5.8% |
| 3M | +2.9% | -25.6% | +28.5% | +3.2% |
| 6M | +25.9% | +7.3% | +18.6% | +13.3% |
| YTD | -24.6% | +113.9% | -138.5% | -40.8% |
| 1Y | -16.0% | +93.6% | -109.6% | -33.1% |
| 3Y | -51.6% | +170.2% | -221.8% | -66.3% |
| All | -43.1% | +42.1% | -85.2% | -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