+104.6%
BB vs PENG
+130.4%
-25.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -0.9% |
| 7D | +1.8% | +13.2% | -11.4% | -1.6% |
| 30D | +8.1% | -29.9% | +38.1% | +16.9% |
| 3M | -1.0% | -22.2% | +21.2% | +2.1% |
| 6M | +45.9% | -1.9% | +47.8% | +38.3% |
| YTD | +134.8% | +142.1% | -7.3% | +78.2% |
| 1Y | +104.6% | +151.5% | -46.9% | +53.9% |
| All | +104.6% | +130.4% | -25.8% | +53.9% |
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 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