+13.6%
BAH vs PENG
+31.0%
-17.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.0% | +24.2% | +1.5% |
| 7D | +6.0% | -36.7% | +42.7% | +6.8% |
| 30D | +31.1% | -42.0% | +73.1% | +32.1% |
| 3M | +25.2% | -33.2% | +58.4% | +25.5% |
| 6M | +18.9% | +2.1% | +16.8% | +14.5% |
| YTD | +8.3% | +90.3% | -82.0% | -0.4% |
| 1Y | +6.2% | +67.7% | -61.5% | -1.7% |
| 3Y | -22.8% | +154.2% | -177.0% | -31.7% |
| 5Y | +13.6% | +28.3% | -14.7% | +3.6% |
| All | +13.6% | +31.0% | -17.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling