-19.0%
BAX vs PENG
+209.7%
-228.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +0.5% |
| 7D | +0.1% | +13.2% | -13.1% | -0.6% |
| 30D | +4.1% | -29.9% | +34.0% | +5.3% |
| 3M | -4.5% | -22.2% | +17.7% | -4.1% |
| 6M | +49.2% | -1.9% | +51.1% | +43.4% |
| YTD | +35.2% | +142.1% | -106.9% | +17.8% |
| 1Y | +38.3% | +151.5% | -113.2% | +19.9% |
| 3Y | -19.0% | +206.9% | -226.0% | -38.3% |
| All | -19.0% | +209.7% | -228.8% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling