-17.8%
BB vs PENG
+735.0%
-752.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | +9.0% | +34.6% | -25.6% | +0.8% |
| 30D | +7.7% | -35.9% | +43.6% | +18.6% |
| 3M | +4.0% | -14.7% | +18.7% | +4.9% |
| 6M | +46.6% | +13.5% | +33.1% | +34.0% |
| YTD | +140.6% | +156.1% | -15.5% | +76.2% |
| 1Y | +103.1% | +141.3% | -38.2% | +50.5% |
| 3Y | +150.5% | +223.4% | -72.9% | +62.5% |
| 5Y | -15.4% | +67.4% | -82.8% | -39.9% |
| All | -17.8% | +735.0% | -752.8% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling