+44.1%
BBY vs PENG
+108.8%
-64.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.3% | +2.5% |
| 7D | +9.5% | +4.5% | +5.0% | +9.0% |
| 30D | +6.8% | -7.1% | +13.9% | +7.4% |
| 3M | +28.9% | -27.3% | +56.1% | +30.7% |
| 6M | +37.8% | +169.6% | -131.8% | +13.5% |
| YTD | +38.7% | +164.6% | -125.9% | +14.2% |
| 1Y | +23.7% | +109.5% | -85.8% | +4.7% |
| All | +44.1% | +108.8% | -64.7% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling