+70.6%
IT vs PENG
+520.3%
-449.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.0% | +18.6% | -1.9% |
| 7D | -12.0% | -36.7% | +24.7% | -8.2% |
| 30D | +7.1% | -42.0% | +49.1% | +12.1% |
| 3M | +6.3% | -33.2% | +39.5% | +8.4% |
| 6M | +32.5% | +2.1% | +30.4% | +20.6% |
| YTD | -21.5% | +90.3% | -111.8% | -36.1% |
| 1Y | -16.5% | +67.7% | -84.1% | -30.9% |
| 3Y | -48.8% | +154.2% | -203.0% | -62.4% |
| 5Y | -40.2% | +28.3% | -68.5% | -53.4% |
| All | +70.6% | +520.3% | -449.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling