+87.6%
BB vs PENG
+120.5%
-32.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -9.1% | +16.1% | +9.4% |
| 7D | -6.8% | -20.5% | +13.7% | -1.2% |
| 30D | -3.5% | -20.4% | +16.8% | +0.9% |
| 3M | -1.2% | -16.4% | +15.2% | +0.8% |
| 6M | +57.0% | +49.2% | +7.8% | +35.9% |
| YTD | +131.1% | +147.2% | -16.1% | +73.2% |
| 1Y | +87.6% | +124.7% | -37.1% | +43.4% |
| All | +87.6% | +120.5% | -32.9% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling