+669.7%
PENG vs IAG
+378.5%
+291.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +6.8% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | -7.1% | +28.9% | -36.0% | -11.4% |
| 3M | -27.3% | +19.1% | -46.4% | -29.7% |
| 6M | +169.6% | -10.3% | +179.8% | +170.9% |
| YTD | +164.6% | +24.2% | +140.4% | +150.6% |
| 1Y | +109.5% | +116.5% | -7.0% | +81.1% |
| 3Y | +98.9% | +742.8% | -643.9% | +32.4% |
| 5Y | +116.3% | +753.3% | -637.1% | +32.8% |
| All | +669.7% | +378.5% | +291.2% | +414.5% |
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