+32.5%
IVZ vs PENG
+520.3%
-487.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -23.0% | +15.0% | -2.9% |
| 7D | -6.7% | -36.7% | +30.0% | +2.4% |
| 30D | -10.9% | -42.0% | +31.2% | -1.3% |
| 3M | -14.8% | -33.2% | +18.4% | -9.5% |
| 6M | +2.4% | +2.1% | +0.3% | -6.8% |
| YTD | +5.4% | +90.3% | -84.9% | -18.7% |
| 1Y | +19.6% | +67.7% | -48.1% | -5.3% |
| 3Y | +122.4% | +154.2% | -31.8% | +49.7% |
| 5Y | +28.8% | +28.3% | +0.5% | -5.4% |
| All | +32.5% | +520.3% | -487.9% | -27.4% |
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