+233.2%
BAC vs PENG
+762.7%
-529.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.5% |
| 7D | +0.6% | +4.5% | -4.0% | -0.1% |
| 30D | -0.9% | -7.1% | +6.2% | -0.1% |
| 3M | +16.3% | -27.3% | +43.6% | +18.5% |
| 6M | +26.0% | +169.6% | -143.6% | +1.0% |
| YTD | +15.2% | +164.6% | -149.4% | -7.7% |
| 1Y | +26.5% | +109.5% | -82.9% | +4.6% |
| 3Y | +132.4% | +98.9% | +33.5% | +79.6% |
| 5Y | +72.6% | +116.3% | -43.7% | +25.9% |
| All | +233.2% | +762.7% | -529.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling