+2.7%
BAH vs PENG
+88.9%
-86.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.4% | -16.8% | -3.8% |
| 7D | -3.5% | -19.4% | +15.9% | -4.2% |
| 30D | +24.3% | -42.4% | +66.6% | +22.1% |
| 3M | +16.3% | -25.6% | +42.0% | +15.5% |
| 6M | +13.6% | +7.3% | +6.3% | +6.8% |
| YTD | +3.5% | +113.9% | -110.4% | -14.0% |
| 1Y | +2.7% | +93.6% | -90.9% | -13.0% |
| All | +2.7% | +88.9% | -86.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling