+18.0%
BAC vs PENG
+42.1%
-24.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -2.1% |
| 7D | -1.2% | -19.4% | +18.3% | +0.7% |
| 30D | -7.7% | -42.4% | +34.7% | -2.5% |
| 3M | -21.2% | -25.6% | +4.5% | -19.7% |
| 6M | -6.8% | +7.3% | -14.1% | -13.0% |
| YTD | -8.7% | +113.9% | -122.6% | -24.3% |
| 1Y | -5.3% | +93.6% | -98.9% | -20.4% |
| 3Y | +87.4% | +170.2% | -82.8% | +40.8% |
| All | +18.0% | +42.1% | -24.1% | -9.4% |
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