-66.9%
BBWI vs PENG
+50.3%
-117.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -4.2% | -16.1% | +11.8% | -1.9% |
| 30D | +24.9% | -41.5% | +66.3% | +35.0% |
| 3M | +13.2% | -19.1% | +32.3% | +13.3% |
| 6M | +12.1% | +0.9% | +11.2% | 0.0% |
| YTD | +11.1% | +128.2% | -117.1% | -21.7% |
| 1Y | +0.7% | +98.6% | -97.9% | -26.4% |
| 3Y | -23.8% | +188.2% | -211.9% | -54.2% |
| 5Y | -66.9% | +55.5% | -122.4% | -78.6% |
| All | -66.9% | +50.3% | -117.2% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling