+170.2%
PENG vs IBN
+51.2%
+119.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.2% | +8.2% | +12.0% |
| 7D | -19.4% | +15.1% | -34.5% | -20.6% |
| 30D | -42.4% | +21.6% | -64.0% | -44.0% |
| 3M | -25.6% | +11.2% | -36.8% | -26.2% |
| 6M | +7.3% | +27.8% | -20.5% | +2.0% |
| YTD | +113.9% | +14.7% | +99.2% | +109.7% |
| 1Y | +93.6% | +14.4% | +79.2% | +89.8% |
| 3Y | +170.2% | +52.1% | +118.1% | +134.0% |
| All | +170.2% | +51.2% | +119.0% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling