+204.3%
PENG vs IFF
+26.0%
+178.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.8% |
| 7D | -3.8% | -10.8% | +7.0% | -1.5% |
| 30D | -40.1% | -0.1% | -39.9% | -40.5% |
| 3M | -21.8% | -1.2% | -20.6% | -22.2% |
| 6M | +3.3% | +5.2% | -1.9% | -0.1% |
| YTD | +133.6% | +27.3% | +106.3% | +108.1% |
| 1Y | +110.7% | +39.2% | +71.5% | +80.1% |
| 3Y | +204.3% | +26.1% | +178.1% | +158.2% |
| All | +204.3% | +26.0% | +178.3% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling