+532.2%
BE vs PENG
+56.5%
+475.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.5% | -2.2% |
| 7D | +10.8% | +13.2% | -2.4% | +4.8% |
| 30D | -19.8% | -29.9% | +10.1% | -5.4% |
| 3M | -18.7% | -22.2% | +3.5% | -10.1% |
| 6M | -33.7% | -1.9% | -31.9% | -35.4% |
| YTD | +121.0% | +142.1% | -21.2% | +39.9% |
| 1Y | +85.4% | +151.5% | -66.1% | +15.6% |
| 3Y | +1,709.5% | +206.9% | +1,502.6% | +864.5% |
| All | +532.2% | +56.5% | +475.6% | +270.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling