-27.3%
PENG vs IFF
+17.0%
-44.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.4% |
| 7D | +4.5% | -1.8% | +6.4% | +3.3% |
| 30D | -7.1% | -2.0% | -5.2% | -8.0% |
| 3M | -27.3% | +18.5% | -45.8% | -22.6% |
| All | -27.3% | +17.0% | -44.3% | -22.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling