+119.2%
BHP vs PENG
+66.2%
+53.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | +2.5% | +34.6% | -32.1% | -2.4% |
| 30D | -5.2% | -35.9% | +30.7% | +0.3% |
| 3M | -8.7% | -14.7% | +6.0% | -8.6% |
| 6M | -6.9% | +13.5% | -20.4% | -13.8% |
| YTD | +39.0% | +156.1% | -117.2% | +10.1% |
| 1Y | +48.9% | +141.3% | -92.4% | +19.0% |
| 3Y | +55.4% | +223.4% | -168.1% | +11.3% |
| 5Y | +119.2% | +67.4% | +51.9% | +49.5% |
| All | +119.2% | +66.2% | +53.1% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling