-23.4%
BBWI vs PENG
+153.0%
-176.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -23.0% | +16.8% | -3.3% |
| 7D | -3.1% | -36.7% | +33.6% | +2.0% |
| 30D | +23.1% | -42.0% | +65.2% | +29.7% |
| 3M | +7.3% | -33.2% | +40.5% | +9.8% |
| 6M | +22.6% | +2.1% | +20.5% | +8.3% |
| YTD | +13.3% | +90.3% | -77.0% | -14.8% |
| 1Y | -2.6% | +67.7% | -70.2% | -24.7% |
| All | -23.4% | +153.0% | -176.4% | -56.4% |
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