+346.6%
BHP vs PENG
+644.0%
-297.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +3.8% | -16.1% | +19.9% | +6.2% |
| 30D | -6.5% | -41.5% | +35.0% | +1.3% |
| 3M | -8.5% | -19.1% | +10.6% | -7.5% |
| 6M | -2.2% | +0.9% | -3.1% | -8.1% |
| YTD | +40.0% | +128.2% | -88.2% | +11.2% |
| 1Y | +51.3% | +98.6% | -47.3% | +23.1% |
| 3Y | +56.5% | +188.2% | -131.6% | +12.0% |
| 5Y | +130.2% | +55.5% | +74.7% | +72.7% |
| All | +346.6% | +644.0% | -297.4% | +162.9% |
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