+619.0%
PENG vs IBN
+284.2%
+334.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.8% | -10.6% |
| 7D | -20.5% | +8.9% | -29.4% | -23.5% |
| 30D | -20.4% | +12.6% | -33.0% | -24.8% |
| 3M | -16.4% | +3.1% | -19.5% | -18.2% |
| 6M | +49.2% | +20.6% | +28.6% | +35.5% |
| YTD | +147.2% | +5.8% | +141.4% | +137.4% |
| 1Y | +124.7% | +3.7% | +121.0% | +117.5% |
| 3Y | +230.3% | +40.3% | +190.0% | +173.2% |
| 5Y | +71.4% | +58.0% | +13.4% | +33.8% |
| All | +619.0% | +284.2% | +334.7% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling