+13.1%
BIL vs PENG
+153.0%
-139.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.0% | +23.0% | 0.0% |
| 7D | -0.3% | -36.7% | +36.4% | -0.3% |
| 30D | 0.0% | -42.0% | +42.0% | 0.0% |
| 3M | +0.3% | -33.2% | +33.5% | +0.3% |
| 6M | +1.2% | +2.1% | -0.9% | +1.2% |
| YTD | +2.4% | +90.3% | -87.9% | +2.4% |
| 1Y | +3.0% | +67.7% | -64.6% | +3.0% |
| All | +13.1% | +153.0% | -139.9% | +13.2% |
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 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