+124.7%
PENG vs IAG
+56.5%
+68.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +10.2% | -19.3% | -11.9% |
| 7D | -20.5% | +1.1% | -21.6% | -20.8% |
| 30D | -20.4% | -5.3% | -15.1% | -19.1% |
| 3M | -16.4% | +18.0% | -34.4% | -20.2% |
| 6M | +49.2% | +7.1% | +42.1% | +45.1% |
| YTD | +147.2% | +5.9% | +141.2% | +133.7% |
| 1Y | +124.7% | +59.4% | +65.3% | +73.9% |
| All | +124.7% | +56.5% | +68.1% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling