-47.6%
BAX vs PENG
+720.8%
-768.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.1% |
| 7D | -0.6% | +1.9% | -2.5% | -1.0% |
| 30D | +6.3% | -37.8% | +44.1% | +9.3% |
| 3M | -4.6% | -14.1% | +9.5% | -4.6% |
| 6M | +50.4% | +13.1% | +37.3% | +43.7% |
| YTD | +38.0% | +151.8% | -113.8% | +22.0% |
| 1Y | +44.6% | +136.0% | -91.4% | +28.4% |
| 3Y | -15.1% | +217.9% | -233.1% | -28.6% |
| 5Y | -63.3% | +64.1% | -127.4% | -68.5% |
| All | -47.6% | +720.8% | -768.5% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling