+98.6%
PENG vs IAG
+42.2%
+56.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -0.3% |
| 7D | -16.1% | +16.8% | -32.9% | -19.8% |
| 30D | -41.5% | -1.5% | -40.0% | -41.1% |
| 3M | -19.1% | +0.5% | -19.6% | -19.1% |
| 6M | +0.9% | -1.0% | +1.9% | -0.9% |
| YTD | +128.2% | +12.3% | +115.9% | +114.2% |
| 1Y | +98.6% | +39.2% | +59.3% | +69.9% |
| All | +98.6% | +42.2% | +56.3% | +69.9% |
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