+25.0%
BIL vs PENG
+762.7%
-737.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | 0.0% |
| 7D | +0.1% | +4.5% | -4.5% | +0.1% |
| 30D | +0.3% | -7.1% | +7.4% | +0.3% |
| 3M | +0.9% | -27.3% | +28.2% | +0.9% |
| 6M | +1.8% | +169.6% | -167.7% | +1.8% |
| YTD | +2.4% | +164.6% | -162.2% | +2.4% |
| 1Y | +3.7% | +109.5% | -105.7% | +3.7% |
| 3Y | +14.2% | +98.9% | -84.8% | +14.1% |
| 5Y | +19.4% | +116.3% | -96.8% | +19.4% |
| All | +25.0% | +762.7% | -737.7% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling