+387.2%
BE vs PENG
+42.1%
+345.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.5% | -0.1% | -7.0% |
| 7D | -14.7% | -19.4% | +4.7% | -5.2% |
| 30D | -40.5% | -42.4% | +1.9% | -22.9% |
| 3M | -24.3% | -25.6% | +1.3% | -14.2% |
| 6M | -39.3% | +7.3% | -46.6% | -43.0% |
| YTD | +99.4% | +113.9% | -14.5% | +34.2% |
| 1Y | +26.6% | +93.6% | -67.0% | -10.3% |
| 3Y | +1,616.9% | +170.2% | +1,446.7% | +870.0% |
| All | +387.2% | +42.1% | +345.1% | +200.0% |
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