+9.8%
BAX vs PENG
+118.5%
-108.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.9% |
| 7D | -1.1% | +4.5% | -5.7% | -1.3% |
| 30D | -5.5% | -7.1% | +1.7% | -5.4% |
| 3M | +33.5% | -27.3% | +60.8% | +33.1% |
| 6M | +35.9% | +169.6% | -133.7% | +14.0% |
| YTD | +35.4% | +164.6% | -129.3% | +13.8% |
| 1Y | +9.8% | +109.5% | -99.7% | -10.2% |
| All | +9.8% | +118.5% | -108.7% | -10.2% |
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