-98.2%
BIYA vs PENG
+120.5%
-218.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -2.1% |
| 7D | -4.0% | -20.5% | +16.4% | -1.6% |
| 30D | -15.0% | -20.4% | +5.4% | -11.7% |
| 3M | -58.1% | -16.4% | -41.7% | -56.4% |
| 6M | -90.0% | +49.2% | -139.2% | -86.1% |
| YTD | -96.9% | +147.2% | -244.1% | -95.1% |
| 1Y | -98.2% | +124.7% | -222.9% | -97.2% |
| All | -98.2% | +120.5% | -218.7% | -97.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling