+148.8%
BBY vs PENG
+755.0%
-606.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | +8.1% | +7.8% | +0.3% | +6.8% |
| 30D | +8.9% | -12.2% | +21.1% | +10.9% |
| 3M | +22.0% | -20.6% | +42.7% | +22.9% |
| 6M | +37.8% | +180.9% | -143.1% | +7.6% |
| YTD | +37.3% | +162.3% | -125.0% | +8.1% |
| 1Y | +21.6% | +107.3% | -85.7% | -0.8% |
| 3Y | +41.5% | +110.8% | -69.3% | +6.6% |
| 5Y | +1.2% | +117.8% | -116.6% | -26.9% |
| All | +148.8% | +755.0% | -606.2% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling