+43.5%
BEN vs PENG
+644.0%
-600.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +12.1% | -16.1% | +28.2% | +14.8% |
| 30D | +13.4% | -41.5% | +54.9% | +22.3% |
| 3M | +9.4% | -19.1% | +28.5% | +10.6% |
| 6M | +19.3% | +0.9% | +18.3% | +11.5% |
| YTD | +57.3% | +128.2% | -71.0% | +24.3% |
| 1Y | +69.1% | +98.6% | -29.5% | +36.9% |
| 3Y | +85.6% | +188.2% | -102.6% | +32.1% |
| 5Y | +32.9% | +55.5% | -22.6% | -0.3% |
| All | +43.5% | +644.0% | -600.5% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling