-26.6%
BAH vs PENG
+184.4%
-210.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.4% | -16.8% | -4.3% |
| 7D | -3.5% | -19.4% | +15.9% | -3.6% |
| 30D | +24.3% | -42.4% | +66.6% | +24.4% |
| 3M | +16.3% | -25.6% | +42.0% | +16.1% |
| 6M | +13.6% | +7.3% | +6.3% | +9.3% |
| YTD | +3.5% | +113.9% | -110.4% | -5.6% |
| 1Y | +2.7% | +93.6% | -90.9% | -5.9% |
| 3Y | -26.6% | +170.2% | -196.8% | -36.8% |
| All | -26.6% | +184.4% | -210.9% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling