+25.4%
BIL vs PENG
+597.2%
-571.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | 0.0% |
| 7D | -0.3% | -19.4% | +19.2% | -0.3% |
| 30D | 0.0% | -42.4% | +42.4% | 0.0% |
| 3M | +0.6% | -25.6% | +26.3% | +0.6% |
| 6M | +1.5% | +7.3% | -5.8% | +1.5% |
| YTD | +2.8% | +113.9% | -111.1% | +2.7% |
| 1Y | +3.3% | +93.6% | -90.2% | +3.3% |
| 3Y | +13.5% | +170.2% | -156.7% | +13.5% |
| 5Y | +19.8% | +44.2% | -24.4% | +19.8% |
| All | +25.4% | +597.2% | -571.8% | +25.2% |
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 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