+68.2%
IVV vs PENG
+42.1%
+26.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -1.3% |
| 7D | -2.7% | -19.4% | +16.7% | -0.5% |
| 30D | -5.4% | -42.4% | +37.0% | +0.8% |
| 3M | -4.1% | -25.6% | +21.6% | -2.0% |
| 6M | +0.7% | +7.3% | -6.6% | -6.0% |
| YTD | +8.7% | +113.9% | -105.1% | -10.6% |
| 1Y | +11.0% | +93.6% | -82.6% | -7.4% |
| 3Y | +75.4% | +170.2% | -94.8% | +30.4% |
| All | +68.2% | +42.1% | +26.1% | +29.1% |
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 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