+2.9%
BBWI vs PENG
+99.6%
-96.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -4.2% | -16.1% | +11.8% | -3.7% |
| 30D | +24.9% | -41.5% | +66.3% | +27.5% |
| 3M | +13.2% | -19.1% | +32.3% | +11.9% |
| 6M | +12.1% | +0.9% | +11.2% | +1.2% |
| YTD | +11.1% | +128.2% | -117.1% | -19.1% |
| All | +2.9% | +99.6% | -96.8% | -23.2% |
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