+563.8%
PENG vs IBN
+328.7%
+235.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.8% |
| 7D | -16.1% | +15.8% | -31.8% | -21.3% |
| 30D | -41.5% | +25.1% | -66.5% | -47.2% |
| 3M | -19.1% | +16.0% | -35.1% | -24.7% |
| 6M | +0.9% | +32.8% | -31.8% | -12.1% |
| YTD | +128.2% | +18.0% | +110.2% | +109.1% |
| 1Y | +98.6% | +15.9% | +82.7% | +83.2% |
| 3Y | +188.2% | +57.6% | +130.5% | +126.6% |
| 5Y | +55.5% | +74.7% | -19.2% | +16.2% |
| All | +563.8% | +328.7% | +235.1% | +264.8% |
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