+662.8%
PENG vs IFF
-20.8%
+683.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -12.2% | -0.3% | -11.9% | -12.3% |
| 3M | -20.6% | +18.6% | -39.2% | -28.6% |
| 6M | +180.9% | +17.4% | +163.6% | +151.3% |
| YTD | +162.3% | +28.5% | +133.8% | +123.3% |
| 1Y | +107.3% | +32.5% | +74.7% | +72.2% |
| 3Y | +110.8% | +34.1% | +76.7% | +67.3% |
| 5Y | +117.8% | -35.2% | +153.0% | +152.2% |
| All | +662.8% | -20.8% | +683.6% | +600.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling