+43.6%
PENG vs IBN
+68.5%
-24.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.2% | +8.2% | +10.8% |
| 7D | -19.4% | +15.1% | -34.5% | -24.2% |
| 30D | -42.4% | +21.6% | -64.0% | -47.4% |
| 3M | -25.6% | +11.2% | -36.8% | -29.4% |
| 6M | +7.3% | +27.8% | -20.5% | -5.7% |
| YTD | +113.9% | +14.7% | +99.2% | +98.5% |
| 1Y | +93.6% | +14.4% | +79.2% | +79.6% |
| 3Y | +170.2% | +52.1% | +118.1% | +100.4% |
| All | +43.6% | +68.5% | -24.9% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling