+1,076.1%
BE vs PENG
+115.2%
+960.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.4% | +0.9% | +4.3% |
| 7D | +20.0% | +4.5% | +15.4% | +17.5% |
| 30D | +7.9% | -7.1% | +15.0% | +11.2% |
| 3M | -13.2% | -27.3% | +14.0% | -1.8% |
| 6M | +53.5% | +169.6% | -116.1% | -6.2% |
| YTD | +191.0% | +164.6% | +26.4% | +76.9% |
| 1Y | +360.5% | +109.5% | +251.0% | +211.0% |
| 3Y | +1,568.0% | +98.9% | +1,469.1% | +896.4% |
| All | +1,076.1% | +115.2% | +960.9% | +549.3% |
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