-48.6%
BAX vs PENG
+762.7%
-811.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.5% |
| 7D | -1.1% | +4.5% | -5.7% | -1.5% |
| 30D | -5.5% | -7.1% | +1.7% | -5.1% |
| 3M | +33.5% | -27.3% | +60.8% | +34.7% |
| 6M | +35.9% | +169.6% | -133.7% | +21.0% |
| YTD | +35.4% | +164.6% | -129.3% | +20.5% |
| 1Y | +9.8% | +109.5% | -99.7% | -0.7% |
| 3Y | -32.7% | +98.9% | -131.7% | -41.2% |
| 5Y | -65.6% | +116.3% | -181.8% | -70.9% |
| All | -48.6% | +762.7% | -811.3% | -62.7% |
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