+98.6%
PENG vs IFF
+36.7%
+61.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.4% |
| 7D | -16.1% | -9.8% | -6.3% | -16.5% |
| 30D | -41.5% | -1.6% | -39.8% | -41.9% |
| 3M | -19.1% | -1.8% | -17.3% | -19.6% |
| 6M | +0.9% | +3.6% | -2.7% | +0.1% |
| YTD | +128.2% | +25.4% | +102.8% | +119.0% |
| 1Y | +98.6% | +35.4% | +63.1% | +100.4% |
| All | +98.6% | +36.7% | +61.8% | +100.4% |
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