+5.4%
IYR vs PENG
+42.1%
-36.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -1.5% |
| 7D | +2.0% | -19.4% | +21.4% | +3.1% |
| 30D | +8.2% | -42.4% | +50.6% | +11.9% |
| 3M | -1.7% | -25.6% | +23.9% | -0.8% |
| 6M | -0.4% | +7.3% | -7.7% | -5.9% |
| YTD | +9.9% | +113.9% | -104.0% | -5.1% |
| 1Y | +10.4% | +93.6% | -83.1% | -3.7% |
| 3Y | +38.4% | +170.2% | -131.8% | +9.2% |
| All | +5.4% | +42.1% | -36.7% | -14.7% |
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