+453.5%
PENG vs IAG
+308.9%
+144.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +0.2% | -23.2% | -23.0% |
| 7D | -36.7% | +4.5% | -41.2% | -37.3% |
| 30D | -42.0% | -5.7% | -36.4% | -41.5% |
| 3M | -33.2% | +10.1% | -43.3% | -34.5% |
| 6M | +2.1% | +7.3% | -5.2% | +0.4% |
| YTD | +90.3% | +6.1% | +84.2% | +85.1% |
| 1Y | +67.7% | +46.8% | +20.8% | +54.7% |
| 3Y | +154.2% | +573.1% | -418.8% | +77.4% |
| 5Y | +28.3% | +477.6% | -449.3% | -15.3% |
| All | +453.5% | +308.9% | +144.6% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling