-0.7%
BA vs PENG
+597.2%
-597.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.7% |
| 7D | +1.1% | -19.4% | +20.5% | +3.9% |
| 30D | -7.9% | -42.4% | +34.5% | -0.3% |
| 3M | -25.3% | -25.6% | +0.3% | -23.7% |
| 6M | -24.6% | +7.3% | -31.9% | -31.8% |
| YTD | -20.1% | +113.9% | -134.0% | -38.5% |
| 1Y | -11.8% | +93.6% | -105.3% | -30.8% |
| 3Y | -10.1% | +170.2% | -180.4% | -38.5% |
| 5Y | -22.7% | +44.2% | -66.9% | -43.5% |
| All | -0.7% | +597.2% | -597.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling