+19.2%
IWM vs PENG
+31.0%
-11.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.4% | -0.7% |
| 7D | -4.6% | -36.7% | +32.1% | +2.3% |
| 30D | -3.7% | -42.0% | +38.4% | +4.0% |
| 3M | -9.4% | -33.2% | +23.8% | -5.3% |
| 6M | -3.6% | +2.1% | -5.7% | -11.6% |
| YTD | +10.8% | +90.3% | -79.5% | -12.2% |
| 1Y | +11.9% | +67.7% | -55.8% | -9.2% |
| 3Y | +60.6% | +154.2% | -93.7% | +10.8% |
| 5Y | +19.2% | +28.3% | -9.1% | -12.2% |
| All | +19.2% | +31.0% | -11.8% | -12.2% |
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