-27.2%
BBWI vs PENG
+689.3%
-716.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +6.9% | +2.5% |
| 7D | +0.1% | +13.2% | -13.1% | -2.4% |
| 30D | +12.9% | -29.9% | +42.8% | +18.3% |
| 3M | +16.0% | -22.2% | +38.2% | +17.3% |
| 6M | +16.6% | -1.9% | +18.5% | +6.8% |
| YTD | +9.7% | +142.1% | -132.4% | -19.5% |
| 1Y | +1.5% | +151.5% | -150.0% | -26.2% |
| 3Y | -21.4% | +206.9% | -228.3% | -48.6% |
| 5Y | -67.6% | +58.2% | -125.8% | -77.1% |
| All | -27.2% | +689.3% | -716.5% | -55.0% |
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