+167.9%
BAH vs PENG
+720.8%
-552.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -1.0% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +18.0% | -37.8% | +55.8% | +20.0% |
| 3M | +11.4% | -14.1% | +25.5% | +11.3% |
| 6M | +17.7% | +13.1% | +4.6% | +13.8% |
| YTD | +5.4% | +151.8% | -146.4% | -4.0% |
| 1Y | +2.8% | +136.0% | -133.2% | -6.0% |
| 3Y | -26.7% | +217.9% | -244.6% | -35.6% |
| 5Y | +8.1% | +64.1% | -56.0% | -3.4% |
| All | +167.9% | +720.8% | -552.9% | +124.0% |
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