+124.7%
PENG vs IFF
+44.8%
+79.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.9% | -4.2% | -9.3% |
| 7D | -20.5% | -3.3% | -17.2% | -20.6% |
| 30D | -20.4% | +5.3% | -25.7% | -20.8% |
| 3M | -16.4% | +8.9% | -25.3% | -17.0% |
| 6M | +49.2% | +26.3% | +22.9% | +41.0% |
| YTD | +147.2% | +32.2% | +115.0% | +133.8% |
| 1Y | +124.7% | +45.8% | +78.9% | +118.8% |
| All | +124.7% | +44.8% | +79.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling