+33.4%
BEN vs PENG
+597.2%
-563.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.4% | -7.7% | +2.6% |
| 7D | +6.6% | -19.4% | +26.1% | +9.6% |
| 30D | +3.8% | -42.4% | +46.2% | +12.2% |
| 3M | +0.2% | -25.6% | +25.9% | +2.8% |
| 6M | +10.4% | +7.3% | +3.2% | +1.8% |
| YTD | +46.2% | +113.9% | -67.7% | +16.8% |
| 1Y | +52.3% | +93.6% | -41.3% | +23.6% |
| 3Y | +65.9% | +170.2% | -104.3% | +19.4% |
| 5Y | +20.6% | +44.2% | -23.6% | -8.4% |
| All | +33.4% | +597.2% | -563.8% | -15.7% |
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