+42.5%
BEN vs PENG
+115.2%
-72.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +2.4% |
| 7D | +0.2% | +4.5% | -4.3% | -0.5% |
| 30D | -0.5% | -7.1% | +6.6% | +0.4% |
| 3M | +9.7% | -27.3% | +37.0% | +12.4% |
| 6M | +33.9% | +169.6% | -135.7% | +3.0% |
| YTD | +49.0% | +164.6% | -115.6% | +14.3% |
| 1Y | +42.1% | +109.5% | -67.4% | +13.2% |
| 3Y | +51.9% | +98.9% | -47.0% | +11.4% |
| All | +42.5% | +115.2% | -72.7% | +0.8% |
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