+113.0%
PENG vs IFF
+31.4%
+81.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.5% |
| 7D | +4.5% | -1.8% | +6.4% | +5.0% |
| 30D | -7.1% | -2.0% | -5.2% | -6.7% |
| 3M | -27.3% | +18.5% | -45.8% | -32.1% |
| 6M | +169.6% | +11.7% | +157.9% | +155.3% |
| YTD | +164.6% | +29.6% | +135.0% | +136.5% |
| 1Y | +109.5% | +35.0% | +74.5% | +83.4% |
| All | +113.0% | +31.4% | +81.6% | +84.1% |
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 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