+109.5%
PENG vs IAG
+119.5%
-10.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +7.0% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | -7.1% | +28.9% | -36.0% | -13.7% |
| 3M | -27.3% | +19.1% | -46.4% | -31.6% |
| 6M | +169.6% | -10.3% | +179.8% | +165.7% |
| YTD | +164.6% | +24.2% | +140.4% | +137.9% |
| 1Y | +109.5% | +116.5% | -7.0% | +60.1% |
| All | +109.5% | +119.5% | -10.0% | +60.1% |
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