+38.4%
IYR vs PENG
+184.4%
-145.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -1.0% |
| 7D | +2.0% | -19.4% | +21.4% | +2.5% |
| 30D | +8.2% | -42.4% | +50.6% | +9.8% |
| 3M | -1.7% | -25.6% | +23.9% | -1.4% |
| 6M | -0.4% | +7.3% | -7.7% | -4.4% |
| YTD | +9.9% | +113.9% | -104.0% | -0.8% |
| 1Y | +10.4% | +93.6% | -83.1% | +0.3% |
| 3Y | +38.4% | +170.2% | -131.8% | +6.9% |
| All | +38.4% | +184.4% | -145.9% | +6.9% |
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