+117.8%
PENG vs IFF
-34.7%
+152.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -12.2% | -0.3% | -11.9% | -12.2% |
| 3M | -20.6% | +18.6% | -39.2% | -27.4% |
| 6M | +180.9% | +17.4% | +163.6% | +155.5% |
| YTD | +162.3% | +28.5% | +133.8% | +128.3% |
| 1Y | +107.3% | +32.5% | +74.7% | +76.6% |
| 3Y | +110.8% | +34.1% | +76.7% | +71.4% |
| 5Y | +117.8% | -35.2% | +153.0% | +157.1% |
| All | +117.8% | -34.7% | +152.5% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling