+62.6%
IWM vs PENG
+153.0%
-90.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.4% | -1.3% |
| 7D | -4.6% | -36.7% | +32.1% | +1.1% |
| 30D | -3.7% | -42.0% | +38.4% | +2.7% |
| 3M | -9.4% | -33.2% | +23.8% | -6.0% |
| 6M | -3.6% | +2.1% | -5.7% | -11.1% |
| YTD | +10.8% | +90.3% | -79.5% | -10.8% |
| 1Y | +11.9% | +67.7% | -55.8% | -8.0% |
| All | +62.6% | +153.0% | -90.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling