+39.1%
IWM vs PENG
+115.2%
-76.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.9% |
| 7D | +0.1% | +4.5% | -4.5% | -0.8% |
| 30D | -1.3% | -7.1% | +5.9% | -0.3% |
| 3M | +1.6% | -27.3% | +28.9% | +4.4% |
| 6M | +13.6% | +169.6% | -156.0% | -12.6% |
| YTD | +20.8% | +164.6% | -143.9% | -7.2% |
| 1Y | +26.4% | +109.5% | -83.1% | +1.1% |
| 3Y | +60.7% | +98.9% | -38.2% | +19.0% |
| All | +39.1% | +115.2% | -76.1% | +1.3% |
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