-28.9%
BB vs PENG
+115.2%
-144.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -2.1% |
| 7D | -5.6% | +4.5% | -10.2% | -7.1% |
| 30D | -11.8% | -7.1% | -4.7% | -10.0% |
| 3M | -25.5% | -27.3% | +1.7% | -20.4% |
| 6M | +121.3% | +169.6% | -48.3% | +50.9% |
| YTD | +103.2% | +164.6% | -61.5% | +38.0% |
| 1Y | +102.6% | +109.5% | -6.8% | +46.7% |
| 3Y | +37.5% | +98.9% | -61.4% | -12.1% |
| All | -28.9% | +115.2% | -144.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling