-28.3%
BBWI vs PENG
+735.0%
-763.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.7% | -3.3% |
| 7D | -4.5% | +34.6% | -39.1% | -10.1% |
| 30D | +17.1% | -35.9% | +53.0% | +24.6% |
| 3M | +17.5% | -14.7% | +32.2% | +16.8% |
| 6M | +12.8% | +13.5% | -0.7% | +0.2% |
| YTD | +8.2% | +156.1% | -148.0% | -21.5% |
| 1Y | -1.8% | +141.3% | -143.1% | -27.8% |
| 3Y | -25.8% | +223.4% | -249.2% | -51.9% |
| 5Y | -68.0% | +67.4% | -135.4% | -77.7% |
| All | -28.3% | +735.0% | -763.3% | -56.0% |
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 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