+51.7%
BHP vs PENG
+184.4%
-132.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | -0.1% |
| 7D | +0.9% | -19.4% | +20.4% | +3.2% |
| 30D | -6.3% | -42.4% | +36.1% | +0.4% |
| 3M | -7.1% | -25.6% | +18.5% | -5.1% |
| 6M | -3.2% | +7.3% | -10.5% | -9.8% |
| YTD | +37.9% | +113.9% | -76.0% | +13.1% |
| 1Y | +49.7% | +93.6% | -43.9% | +24.6% |
| 3Y | +51.7% | +170.2% | -118.5% | +17.5% |
| All | +51.7% | +184.4% | -132.7% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling