+911.5%
BE vs PENG
+228.8%
+682.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.4% | +0.9% | +4.4% |
| 7D | +20.0% | +4.5% | +15.4% | +17.6% |
| 30D | +7.9% | -7.1% | +15.0% | +11.1% |
| 3M | -13.2% | -27.3% | +14.0% | -1.8% |
| 6M | +53.5% | +169.6% | -116.1% | -5.4% |
| YTD | +191.0% | +164.6% | +26.4% | +78.6% |
| 1Y | +360.5% | +109.5% | +251.0% | +214.4% |
| 3Y | +1,568.0% | +98.9% | +1,469.1% | +893.5% |
| 5Y | +1,055.2% | +116.3% | +938.9% | +536.1% |
| All | +911.5% | +228.8% | +682.6% | +318.0% |
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 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