+163.2%
BAH vs PENG
+597.2%
-434.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.4% | -16.8% | -4.9% |
| 7D | -3.5% | -19.4% | +15.9% | -2.9% |
| 30D | +24.3% | -42.4% | +66.6% | +26.7% |
| 3M | +16.3% | -25.6% | +42.0% | +16.8% |
| 6M | +13.6% | +7.3% | +6.3% | +9.7% |
| YTD | +3.5% | +113.9% | -110.4% | -5.1% |
| 1Y | +2.7% | +93.6% | -90.9% | -5.3% |
| 3Y | -26.6% | +170.2% | -196.8% | -35.1% |
| 5Y | +8.5% | +44.2% | -35.7% | -2.6% |
| All | +163.2% | +597.2% | -434.0% | +121.6% |
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