-24.8%
BBWI vs PENG
+520.3%
-545.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -23.0% | +16.8% | -1.9% |
| 7D | -3.1% | -36.7% | +33.6% | +4.6% |
| 30D | +23.1% | -42.0% | +65.2% | +33.3% |
| 3M | +7.3% | -33.2% | +40.5% | +11.9% |
| 6M | +22.6% | +2.1% | +20.5% | +10.5% |
| YTD | +13.3% | +90.3% | -77.0% | -12.7% |
| 1Y | -2.6% | +67.7% | -70.2% | -22.8% |
| 3Y | -25.9% | +154.2% | -180.2% | -49.7% |
| 5Y | -66.7% | +28.3% | -95.0% | -75.5% |
| All | -24.8% | +520.3% | -545.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling