+127.4%
BB vs PENG
+153.0%
-25.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.6% | +1.8% |
| 7D | -8.9% | -36.7% | +27.8% | +1.9% |
| 30D | -12.6% | -42.0% | +29.4% | -1.0% |
| 3M | -4.1% | -33.2% | +29.1% | +3.3% |
| 6M | +49.5% | +2.1% | +47.4% | +39.7% |
| YTD | +120.8% | +90.3% | +30.6% | +71.6% |
| 1Y | +76.2% | +67.7% | +8.6% | +41.3% |
| All | +127.4% | +153.0% | -25.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling