+61.8%
IVZ vs PENG
+762.7%
-700.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -0.4% |
| 7D | +0.6% | +4.5% | -3.9% | -0.4% |
| 30D | +4.0% | -7.1% | +11.1% | +5.3% |
| 3M | +18.2% | -27.3% | +45.4% | +22.1% |
| 6M | +32.8% | +169.6% | -136.8% | -2.4% |
| YTD | +28.7% | +164.6% | -135.9% | -5.4% |
| 1Y | +55.4% | +109.5% | -54.1% | +19.6% |
| 3Y | +135.2% | +98.9% | +36.3% | +66.7% |
| 5Y | +64.2% | +116.3% | -52.1% | +9.5% |
| All | +61.8% | +762.7% | -700.9% | -15.5% |
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