-98.8%
BIYA vs PENG
+108.0%
-206.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | -0.2% |
| 7D | -7.8% | -3.8% | -4.0% | -7.7% |
| 30D | -38.5% | -40.1% | +1.6% | -34.0% |
| 3M | -59.5% | -21.8% | -37.7% | -57.5% |
| 6M | -89.2% | +3.3% | -92.5% | -87.4% |
| YTD | -97.1% | +133.6% | -230.7% | -96.3% |
| All | -98.8% | +108.0% | -206.8% | -98.4% |
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 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