+5.6%
BAH vs PENG
+136.5%
-130.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.3% |
| 7D | -2.6% | +34.6% | -37.2% | -0.9% |
| 30D | +20.4% | -35.9% | +56.3% | +19.1% |
| 3M | +11.9% | -14.7% | +26.5% | +12.1% |
| 6M | +17.1% | +13.5% | +3.6% | +12.8% |
| YTD | +5.5% | +156.1% | -150.6% | -12.1% |
| 1Y | +5.6% | +141.3% | -135.7% | -10.7% |
| All | +5.6% | +136.5% | -130.9% | -10.7% |
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