+66.8%
IYR vs PENG
+762.7%
-695.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -1.3% |
| 7D | -1.2% | +4.5% | -5.8% | -1.7% |
| 30D | -2.9% | -7.1% | +4.3% | -2.4% |
| 3M | +0.8% | -27.3% | +28.1% | +2.0% |
| 6M | +1.9% | +169.6% | -167.7% | -11.8% |
| YTD | +9.6% | +164.6% | -155.0% | -5.2% |
| 1Y | +8.1% | +109.5% | -101.4% | -4.6% |
| 3Y | +29.2% | +98.9% | -69.7% | +8.8% |
| 5Y | +4.3% | +116.3% | -112.0% | -15.4% |
| All | +66.8% | +762.7% | -695.9% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling