+116.7%
BHP vs PENG
+115.2%
+1.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | -1.4% |
| 7D | -2.9% | +4.5% | -7.4% | -3.6% |
| 30D | +3.4% | -7.1% | +10.5% | +4.1% |
| 3M | +4.1% | -27.3% | +31.3% | +6.8% |
| 6M | +20.6% | +169.6% | -149.0% | -2.8% |
| YTD | +56.1% | +164.6% | -108.6% | +25.7% |
| 1Y | +69.6% | +109.5% | -39.9% | +41.0% |
| 3Y | +78.8% | +98.9% | -20.1% | +39.8% |
| All | +116.7% | +115.2% | +1.5% | +58.2% |
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 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