+669.7%
PENG vs IFF
-20.1%
+689.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.5% |
| 7D | +4.5% | -1.8% | +6.4% | +5.4% |
| 30D | -7.1% | -2.0% | -5.2% | -6.5% |
| 3M | -27.3% | +18.5% | -45.8% | -34.5% |
| 6M | +169.6% | +11.7% | +157.9% | +147.5% |
| YTD | +164.6% | +29.6% | +135.0% | +124.4% |
| 1Y | +109.5% | +35.0% | +74.5% | +72.4% |
| 3Y | +98.9% | +32.3% | +66.7% | +59.2% |
| 5Y | +116.3% | -34.6% | +150.8% | +149.1% |
| All | +669.7% | -20.1% | +689.8% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling