-23.1%
BA vs PENG
+31.0%
-54.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -23.0% | +20.5% | +0.8% |
| 7D | -0.1% | -36.7% | +36.6% | +6.0% |
| 30D | -9.1% | -42.0% | +32.9% | -3.1% |
| 3M | -28.2% | -33.2% | +5.0% | -25.7% |
| 6M | -23.1% | +2.1% | -25.2% | -30.2% |
| YTD | -20.6% | +90.3% | -110.8% | -37.5% |
| 1Y | -12.7% | +67.7% | -80.4% | -29.8% |
| 3Y | -11.6% | +154.2% | -165.8% | -39.8% |
| 5Y | -23.1% | +28.3% | -51.4% | -43.8% |
| All | -23.1% | +31.0% | -54.2% | -43.8% |
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