-67.7%
BBWI vs PENG
+42.1%
-109.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.6% | -5.5% |
| 7D | -6.2% | -19.4% | +13.3% | -3.5% |
| 30D | +19.9% | -42.4% | +62.3% | +29.9% |
| 3M | +7.1% | -25.6% | +32.8% | +9.0% |
| 6M | +13.7% | +7.3% | +6.4% | -0.9% |
| YTD | +9.6% | +113.9% | -104.3% | -21.8% |
| 1Y | -1.6% | +93.6% | -95.2% | -28.1% |
| 3Y | -25.9% | +170.2% | -196.1% | -54.9% |
| All | -67.7% | +42.1% | -109.8% | -78.7% |
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