-10.8%
BB vs PENG
+68.7%
-79.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.3% | -7.5% | -0.3% |
| 7D | +7.3% | +1.9% | +5.4% | +5.4% |
| 30D | +11.2% | -37.8% | +49.0% | +26.0% |
| 3M | +4.7% | -14.1% | +18.8% | +5.2% |
| 6M | +51.1% | +13.1% | +38.0% | +33.9% |
| YTD | +148.0% | +151.8% | -3.8% | +66.0% |
| 1Y | +106.1% | +136.0% | -29.8% | +40.4% |
| 3Y | +158.2% | +217.9% | -59.7% | +41.6% |
| 5Y | -10.8% | +64.1% | -74.9% | -44.7% |
| All | -10.8% | +68.7% | -79.5% | -44.7% |
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 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