+89.1%
BEN vs PENG
+222.1%
-133.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -1.2% |
| 7D | +7.2% | +1.9% | +5.3% | +6.4% |
| 30D | +14.1% | -37.8% | +51.9% | +19.4% |
| 3M | +9.9% | -14.1% | +24.0% | +9.9% |
| 6M | +17.4% | +13.1% | +4.3% | +8.7% |
| YTD | +57.3% | +151.8% | -94.5% | +25.7% |
| 1Y | +66.9% | +136.0% | -69.0% | +34.6% |
| All | +89.1% | +222.1% | -133.0% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling