-21.2%
BB vs PENG
+597.2%
-618.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.4% | -8.0% | +1.3% |
| 7D | +3.8% | -19.4% | +23.2% | +8.3% |
| 30D | -0.3% | -42.4% | +42.0% | +12.8% |
| 3M | -0.5% | -25.6% | +25.2% | +4.0% |
| 6M | +45.9% | +7.3% | +38.6% | +35.3% |
| YTD | +130.6% | +113.9% | +16.8% | +77.1% |
| 1Y | +89.2% | +93.6% | -4.4% | +48.4% |
| 3Y | +137.5% | +170.2% | -32.7% | +61.5% |
| 5Y | -20.9% | +44.2% | -65.1% | -41.5% |
| All | -21.2% | +597.2% | -618.4% | -55.7% |
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 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