+579.6%
PENG vs IAG
+363.6%
+216.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +8.2% |
| 7D | -3.8% | +24.0% | -27.8% | -7.5% |
| 30D | -40.1% | +5.5% | -45.6% | -40.6% |
| 3M | -21.8% | +8.3% | -30.1% | -23.0% |
| 6M | +3.3% | +6.1% | -2.8% | +1.7% |
| YTD | +133.6% | +20.3% | +113.3% | +122.6% |
| 1Y | +110.7% | +56.5% | +54.2% | +92.3% |
| 3Y | +204.3% | +762.6% | -558.3% | +104.3% |
| 5Y | +54.4% | +546.3% | -491.9% | +0.1% |
| All | +579.6% | +363.6% | +216.0% | +357.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling