-30.0%
BAX vs PENG
+101.4%
-131.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.7% |
| 7D | -1.1% | +4.5% | -5.7% | -1.4% |
| 30D | -5.5% | -7.1% | +1.7% | -5.2% |
| 3M | +33.5% | -27.3% | +60.8% | +34.0% |
| 6M | +35.9% | +169.6% | -133.7% | +22.1% |
| YTD | +35.4% | +164.6% | -129.3% | +21.6% |
| 1Y | +9.8% | +109.5% | -99.7% | -0.2% |
| All | -30.0% | +101.4% | -131.4% | -38.4% |
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