+19.5%
IVZ vs PENG
+88.9%
-69.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.7% |
| 7D | -2.4% | -19.4% | +17.0% | -0.1% |
| 30D | -11.2% | -42.4% | +31.2% | -5.4% |
| 3M | -14.0% | -25.6% | +11.7% | -12.0% |
| 6M | +0.5% | +7.3% | -6.8% | -10.7% |
| YTD | +5.4% | +113.9% | -108.4% | -24.2% |
| 1Y | +19.5% | +93.6% | -74.1% | -12.7% |
| All | +19.5% | +88.9% | -69.5% | -12.7% |
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