-25.9%
BBWI vs PENG
+184.4%
-210.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.6% | -4.8% |
| 7D | -6.2% | -19.4% | +13.3% | -4.2% |
| 30D | +19.9% | -42.4% | +62.3% | +27.0% |
| 3M | +7.1% | -25.6% | +32.8% | +8.1% |
| 6M | +13.7% | +7.3% | +6.4% | +0.4% |
| YTD | +9.6% | +113.9% | -104.3% | -18.9% |
| 1Y | -1.6% | +93.6% | -95.2% | -25.7% |
| 3Y | -25.9% | +170.2% | -196.1% | -58.4% |
| All | -25.9% | +184.4% | -210.2% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling