+192.9%
BBY vs PENG
+689.3%
-496.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.4% |
| 7D | +4.5% | +13.2% | -8.8% | +2.5% |
| 30D | +16.8% | -29.9% | +46.7% | +21.3% |
| 3M | +23.2% | -22.2% | +45.4% | +24.5% |
| 6M | +91.9% | -1.9% | +93.8% | +79.0% |
| YTD | +61.6% | +142.1% | -80.5% | +25.4% |
| 1Y | +43.9% | +151.5% | -107.6% | +10.7% |
| 3Y | +88.6% | +206.9% | -118.3% | +32.8% |
| 5Y | -3.1% | +58.2% | -61.3% | -27.9% |
| All | +192.9% | +689.3% | -496.5% | +71.8% |
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