-24.5%
BB vs PENG
+520.3%
-544.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.6% | +1.4% |
| 7D | -8.9% | -36.7% | +27.8% | +1.2% |
| 30D | -12.6% | -42.0% | +29.4% | -1.7% |
| 3M | -4.1% | -33.2% | +29.1% | +3.1% |
| 6M | +49.5% | +2.1% | +47.4% | +40.6% |
| YTD | +120.8% | +90.3% | +30.6% | +74.9% |
| 1Y | +76.2% | +67.7% | +8.6% | +43.6% |
| 3Y | +123.8% | +154.2% | -30.4% | +54.7% |
| 5Y | -24.3% | +28.3% | -52.6% | -42.2% |
| All | -24.5% | +520.3% | -544.9% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling