-47.5%
BAX vs PENG
+644.0%
-691.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.2% |
| 7D | +3.6% | -16.1% | +19.7% | +4.6% |
| 30D | +8.5% | -41.5% | +50.0% | +12.1% |
| 3M | -4.9% | -19.1% | +14.2% | -4.5% |
| 6M | +47.0% | +0.9% | +46.1% | +41.7% |
| YTD | +38.4% | +128.2% | -89.8% | +23.3% |
| 1Y | +49.1% | +98.6% | -49.4% | +34.2% |
| 3Y | -14.9% | +188.2% | -203.1% | -27.9% |
| 5Y | -63.1% | +55.5% | -118.6% | -68.2% |
| All | -47.5% | +644.0% | -691.5% | -61.8% |
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 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