+356.1%
BHP vs PENG
+661.7%
-305.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.5% | +2.1% |
| 7D | +3.5% | -3.8% | +7.3% | +3.1% |
| 30D | -4.5% | -40.1% | +35.6% | +3.0% |
| 3M | -6.4% | -21.8% | +15.4% | -4.7% |
| 6M | -0.1% | +3.3% | -3.4% | -6.5% |
| YTD | +43.0% | +133.6% | -90.6% | +13.1% |
| 1Y | +56.5% | +110.7% | -54.2% | +26.0% |
| 3Y | +62.0% | +204.3% | -142.2% | +14.7% |
| 5Y | +130.4% | +54.4% | +76.0% | +73.2% |
| All | +356.1% | +661.7% | -305.5% | +167.4% |
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