-98.5%
BIYA vs PENG
+130.4%
-228.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | +9.0% | +13.2% | -4.2% | +6.5% |
| 30D | -12.9% | -29.9% | +17.0% | -8.8% |
| 3M | -54.7% | -22.2% | -32.4% | -52.7% |
| 6M | -85.1% | -1.9% | -83.2% | -83.0% |
| YTD | -96.9% | +142.1% | -239.0% | -96.1% |
| 1Y | -98.5% | +151.5% | -250.0% | -98.2% |
| All | -98.5% | +130.4% | -228.9% | -98.2% |
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