-1.8%
BBWI vs PENG
+136.5%
-138.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.7% | -3.0% |
| 7D | -4.5% | +34.6% | -39.1% | -5.7% |
| 30D | +17.1% | -35.9% | +53.0% | +19.3% |
| 3M | +17.5% | -14.7% | +32.2% | +16.1% |
| 6M | +12.8% | +13.5% | -0.7% | +1.2% |
| YTD | +8.2% | +156.1% | -148.0% | -21.8% |
| 1Y | -1.8% | +141.3% | -143.1% | -27.2% |
| All | -1.8% | +136.5% | -138.4% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling