+632.3%
PENG vs IBN
+327.0%
+305.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +1.9% | +11.1% | -9.3% | -2.7% |
| 30D | -37.8% | +23.9% | -61.6% | -43.6% |
| 3M | -14.1% | +16.3% | -30.4% | -20.2% |
| 6M | +13.1% | +34.2% | -21.1% | -2.0% |
| YTD | +151.8% | +17.6% | +134.2% | +131.0% |
| 1Y | +136.0% | +13.8% | +122.1% | +119.4% |
| 3Y | +217.9% | +57.0% | +160.9% | +150.4% |
| 5Y | +64.1% | +75.3% | -11.3% | +22.4% |
| All | +632.3% | +327.0% | +305.4% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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