+42.6%
IYR vs PENG
+222.1%
-179.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -0.5% |
| 7D | -1.2% | +1.9% | -3.1% | -1.4% |
| 30D | +6.1% | -37.8% | +43.9% | +7.5% |
| 3M | +0.9% | -14.1% | +15.0% | +0.9% |
| 6M | +1.2% | +13.1% | -11.9% | -2.4% |
| YTD | +11.1% | +151.8% | -140.7% | -0.1% |
| 1Y | +9.0% | +136.0% | -127.0% | -1.6% |
| All | +42.6% | +222.1% | -179.5% | +11.2% |
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 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