+169.6%
PENG vs IBN
+3.3%
+166.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.2% | +6.4% |
| 7D | +4.5% | +1.4% | +3.1% | +4.6% |
| 30D | -7.1% | -0.3% | -6.8% | -7.1% |
| 3M | -27.3% | +17.1% | -44.4% | -30.3% |
| 6M | +169.6% | +3.4% | +166.2% | +190.2% |
| All | +169.6% | +3.3% | +166.3% | +190.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling