-33.6%
BBWI vs PENG
+762.7%
-796.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +1.5% |
| 7D | +1.5% | +4.5% | -3.0% | +0.6% |
| 30D | -5.2% | -7.1% | +1.9% | -4.1% |
| 3M | +11.1% | -27.3% | +38.4% | +13.9% |
| 6M | -13.4% | +169.6% | -183.0% | -35.2% |
| YTD | +0.1% | +164.6% | -164.5% | -25.2% |
| 1Y | -36.1% | +109.5% | -145.6% | -50.1% |
| 3Y | -44.1% | +98.9% | -143.0% | -59.6% |
| 5Y | -66.2% | +116.3% | -182.5% | -76.9% |
| All | -33.6% | +762.7% | -796.3% | -58.1% |
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