+34.5%
BBY vs PENG
+120.5%
-86.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -9.1% | +17.1% | +7.8% |
| 7D | +4.5% | -20.5% | +25.0% | +4.3% |
| 30D | +16.0% | -20.4% | +36.3% | +15.6% |
| 3M | +18.6% | -16.4% | +35.0% | +17.9% |
| 6M | +80.1% | +49.2% | +30.8% | +66.6% |
| YTD | +57.4% | +147.2% | -89.8% | +36.6% |
| 1Y | +34.5% | +124.7% | -90.2% | +18.4% |
| All | +34.5% | +120.5% | -86.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling