-16.9%
BB vs PENG
+661.7%
-678.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.8% | +3.1% |
| 7D | +15.0% | -3.8% | +18.8% | +14.6% |
| 30D | +3.5% | -40.1% | +43.6% | +16.0% |
| 3M | +2.7% | -21.8% | +24.5% | +5.9% |
| 6M | +44.7% | +3.3% | +41.4% | +35.6% |
| YTD | +143.3% | +133.6% | +9.6% | +82.6% |
| 1Y | +102.2% | +110.7% | -8.5% | +55.2% |
| 3Y | +156.1% | +204.3% | -48.1% | +69.0% |
| 5Y | -17.6% | +54.4% | -72.0% | -40.1% |
| All | -16.9% | +661.7% | -678.5% | -54.3% |
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