+522.0%
PENG vs IAG
+338.3%
+183.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +7.2% | +5.2% | +11.1% |
| 7D | -19.4% | +21.4% | -40.9% | -22.3% |
| 30D | -42.4% | +4.0% | -46.4% | -42.8% |
| 3M | -25.6% | +17.0% | -42.7% | -27.8% |
| 6M | +7.3% | +1.4% | +5.9% | +6.4% |
| YTD | +113.9% | +13.8% | +100.1% | +105.7% |
| 1Y | +93.6% | +55.8% | +37.8% | +76.9% |
| 3Y | +170.2% | +647.4% | -477.2% | +85.6% |
| 5Y | +44.2% | +519.1% | -475.0% | -5.9% |
| All | +522.0% | +338.3% | +183.7% | +322.3% |
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