+9.4%
IVV vs PENG
+73.0%
-63.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.0% | +18.6% | -2.5% |
| 7D | -4.8% | -36.7% | +31.9% | -1.5% |
| 30D | -5.9% | -42.0% | +36.1% | -2.3% |
| 3M | -4.5% | -33.2% | +28.7% | -2.3% |
| 6M | +1.8% | +2.1% | -0.3% | -3.1% |
| YTD | +8.4% | +90.3% | -81.9% | -6.6% |
| 1Y | +9.4% | +67.7% | -58.3% | -4.1% |
| All | +9.4% | +73.0% | -63.6% | -4.1% |
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