+19.4%
BIL vs PENG
+42.1%
-22.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +0.3% | -25.6% | +26.0% | +0.3% |
| 6M | +1.2% | +7.3% | -6.0% | +1.2% |
| YTD | +2.5% | +113.9% | -111.4% | +2.4% |
| 1Y | +3.0% | +93.6% | -90.5% | +3.0% |
| 3Y | +13.2% | +170.2% | -157.1% | +13.1% |
| All | +19.4% | +42.1% | -22.7% | +19.4% |
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