+204.3%
PENG vs IBN
+56.2%
+148.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +9.1% |
| 7D | -3.8% | +14.6% | -18.4% | -5.0% |
| 30D | -40.1% | +23.5% | -63.6% | -41.8% |
| 3M | -21.8% | +14.0% | -35.8% | -22.7% |
| 6M | +3.3% | +31.1% | -27.8% | -2.1% |
| YTD | +133.6% | +16.6% | +117.1% | +128.9% |
| 1Y | +110.7% | +14.9% | +95.8% | +107.1% |
| 3Y | +204.3% | +56.9% | +147.4% | +163.8% |
| All | +204.3% | +56.2% | +148.1% | +163.8% |
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 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