-49.0%
BAX vs PENG
+520.3%
-569.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -1.5% |
| 7D | +9.1% | -36.7% | +45.8% | +12.4% |
| 30D | +5.3% | -42.0% | +47.3% | +8.8% |
| 3M | -6.1% | -33.2% | +27.1% | -4.4% |
| 6M | +53.3% | +2.1% | +51.2% | +47.2% |
| YTD | +34.4% | +90.3% | -55.9% | +21.4% |
| 1Y | +43.2% | +67.7% | -24.5% | +30.5% |
| 3Y | -20.1% | +154.2% | -174.4% | -31.7% |
| 5Y | -63.7% | +28.3% | -92.0% | -68.3% |
| All | -49.0% | +520.3% | -569.3% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling