-27.3%
BBWI vs PENG
+597.2%
-624.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.6% | -5.6% |
| 7D | -6.2% | -19.4% | +13.3% | -3.4% |
| 30D | +19.9% | -42.4% | +62.3% | +30.1% |
| 3M | +7.1% | -25.6% | +32.8% | +9.3% |
| 6M | +13.7% | +7.3% | +6.4% | +1.5% |
| YTD | +9.6% | +113.9% | -104.3% | -17.6% |
| 1Y | -1.6% | +93.6% | -95.2% | -24.4% |
| 3Y | -25.9% | +170.2% | -196.1% | -50.2% |
| 5Y | -67.8% | +44.2% | -112.0% | -76.9% |
| All | -27.3% | +597.2% | -624.5% | -53.9% |
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