-0.9%
BA vs PENG
+115.2%
-116.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.2% |
| 7D | +1.2% | +4.5% | -3.4% | +0.4% |
| 30D | -11.6% | -7.1% | -4.5% | -10.8% |
| 3M | -2.4% | -27.3% | +24.9% | -0.2% |
| 6M | -6.6% | +169.6% | -176.2% | -27.8% |
| YTD | -2.2% | +164.6% | -166.9% | -24.6% |
| 1Y | -8.0% | +109.5% | -117.5% | -26.4% |
| 3Y | -5.0% | +98.9% | -103.9% | -29.4% |
| All | -0.9% | +115.2% | -116.1% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling