+465.4%
BE vs PENG
+56.2%
+409.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.3% | +2.7% | +7.4% |
| 7D | -1.2% | -3.8% | +2.6% | +0.4% |
| 30D | -30.9% | -40.1% | +9.2% | -12.5% |
| 3M | -11.6% | -21.8% | +10.2% | -2.6% |
| 6M | -25.7% | +3.3% | -29.0% | -29.4% |
| YTD | +123.1% | +133.6% | -10.5% | +43.1% |
| 1Y | +43.4% | +110.7% | -67.3% | -3.0% |
| 3Y | +1,683.6% | +204.3% | +1,479.4% | +847.9% |
| 5Y | +465.4% | +54.4% | +411.0% | +235.8% |
| All | +465.4% | +56.2% | +409.2% | +235.8% |
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