+151.5%
PENG vs IBN
+12.1%
+139.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.4% |
| 7D | +13.2% | +1.9% | +11.4% | +13.7% |
| 30D | -29.9% | +22.1% | -52.0% | -27.1% |
| 3M | -22.2% | +17.1% | -39.3% | -18.5% |
| 6M | -1.9% | +35.5% | -37.4% | -3.8% |
| YTD | +142.1% | +16.8% | +125.3% | +149.7% |
| 1Y | +151.5% | +12.4% | +139.1% | +168.6% |
| All | +151.5% | +12.1% | +139.4% | +168.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling