-25.9%
BBWI vs PENG
+661.7%
-687.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +0.1% |
| 7D | -6.2% | -3.8% | -2.4% | -6.5% |
| 30D | +25.5% | -40.1% | +65.6% | +35.3% |
| 3M | +8.0% | -21.8% | +29.8% | +9.2% |
| 6M | +12.7% | +3.3% | +9.4% | +1.9% |
| YTD | +11.6% | +133.6% | -122.0% | -17.5% |
| 1Y | -0.9% | +110.7% | -111.6% | -25.1% |
| 3Y | -22.7% | +204.3% | -227.0% | -49.3% |
| 5Y | -67.2% | +54.4% | -121.5% | -76.7% |
| All | -25.9% | +661.7% | -687.6% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling