-30.6%
BB vs PENG
+762.7%
-793.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.7% |
| 7D | -5.6% | +4.5% | -10.2% | -6.8% |
| 30D | -11.8% | -7.1% | -4.7% | -10.3% |
| 3M | -25.5% | -27.3% | +1.7% | -21.3% |
| 6M | +121.3% | +169.6% | -48.3% | +66.1% |
| YTD | +103.2% | +164.6% | -61.5% | +52.1% |
| 1Y | +102.6% | +109.5% | -6.8% | +59.3% |
| 3Y | +37.5% | +98.9% | -61.4% | -0.5% |
| 5Y | -30.4% | +116.3% | -146.7% | -51.7% |
| All | -30.6% | +762.7% | -793.2% | -62.0% |
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 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