+151.4%
BBY vs PENG
+762.7%
-611.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.3% | +2.1% |
| 7D | +9.5% | +4.5% | +5.0% | +8.7% |
| 30D | +6.8% | -7.1% | +13.9% | +7.7% |
| 3M | +28.9% | -27.3% | +56.1% | +31.4% |
| 6M | +37.8% | +169.6% | -131.8% | +8.5% |
| YTD | +38.7% | +164.6% | -125.9% | +9.1% |
| 1Y | +23.7% | +109.5% | -85.8% | +0.7% |
| 3Y | +39.1% | +98.9% | -59.8% | +6.0% |
| 5Y | -0.4% | +116.3% | -116.7% | -28.1% |
| All | +151.4% | +762.7% | -611.3% | +49.4% |
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 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