-63.7%
BAX vs PENG
+31.0%
-94.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -1.8% |
| 7D | +9.1% | -36.7% | +45.8% | +11.9% |
| 30D | +5.3% | -42.0% | +47.3% | +8.2% |
| 3M | -6.1% | -33.2% | +27.1% | -4.7% |
| 6M | +53.3% | +2.1% | +51.2% | +46.0% |
| YTD | +34.4% | +90.3% | -55.9% | +20.0% |
| 1Y | +43.2% | +67.7% | -24.5% | +29.0% |
| 3Y | -20.1% | +154.2% | -174.4% | -32.9% |
| 5Y | -63.7% | +28.3% | -92.0% | -69.5% |
| All | -63.7% | +31.0% | -94.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling