+54.6%
BHP vs PENG
+108.0%
-53.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.5% | +2.5% |
| 7D | +3.5% | -3.8% | +7.3% | +3.2% |
| 30D | -4.5% | -40.1% | +35.6% | +1.3% |
| 3M | -6.4% | -21.8% | +15.4% | -5.1% |
| 6M | -0.1% | +3.3% | -3.4% | -7.2% |
| YTD | +43.0% | +133.6% | -90.6% | +9.8% |
| All | +54.6% | +108.0% | -53.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling