+169.3%
BAC vs PENG
+720.8%
-551.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -1.5% |
| 7D | -1.9% | +1.9% | -3.7% | -2.8% |
| 30D | -7.2% | -37.8% | +30.6% | -1.7% |
| 3M | -20.4% | -14.1% | -6.3% | -20.4% |
| 6M | +1.3% | +13.1% | -11.8% | -6.6% |
| YTD | -6.4% | +151.8% | -158.2% | -25.9% |
| 1Y | -3.5% | +136.0% | -139.5% | -22.9% |
| 3Y | +96.7% | +217.9% | -121.2% | +40.8% |
| 5Y | +20.6% | +64.1% | -43.5% | -8.8% |
| All | +169.3% | +720.8% | -551.5% | +70.3% |
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