-48.7%
BAX vs PENG
+597.2%
-645.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.8% | -0.4% |
| 7D | +12.1% | -19.4% | +31.6% | +13.5% |
| 30D | +7.6% | -42.4% | +50.0% | +11.3% |
| 3M | -4.5% | -25.6% | +21.2% | -3.5% |
| 6M | +52.0% | +7.3% | +44.7% | +45.6% |
| YTD | +35.1% | +113.9% | -78.7% | +21.0% |
| 1Y | +43.7% | +93.6% | -49.9% | +29.5% |
| 3Y | -20.9% | +170.2% | -191.2% | -32.7% |
| 5Y | -63.5% | +44.2% | -107.7% | -68.4% |
| All | -48.7% | +597.2% | -645.9% | -62.5% |
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