-1.5%
BAC vs PENG
+120.5%
-122.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.1% | +13.1% | +4.3% |
| 7D | +1.5% | -20.5% | +22.0% | +2.4% |
| 30D | -4.4% | -20.4% | +16.0% | -3.5% |
| 3M | -17.5% | -16.4% | -1.1% | -17.0% |
| 6M | -0.1% | +49.2% | -49.3% | -7.5% |
| YTD | -4.6% | +147.2% | -151.8% | -18.8% |
| 1Y | -1.5% | +124.7% | -126.2% | -15.7% |
| All | -1.5% | +120.5% | -122.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling