+71.4%
BAC vs PENG
+115.2%
-43.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.8% |
| 7D | +1.1% | +4.5% | -3.5% | +0.5% |
| 30D | -0.4% | -7.1% | +6.7% | +0.2% |
| 3M | +16.9% | -27.3% | +44.2% | +18.7% |
| 6M | +26.6% | +169.6% | -143.0% | +4.5% |
| YTD | +15.8% | +164.6% | -148.8% | -4.6% |
| 1Y | +27.2% | +109.5% | -82.3% | +7.8% |
| 3Y | +132.4% | +98.9% | +33.5% | +85.6% |
| All | +71.4% | +115.2% | -43.8% | +36.3% |
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 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