-99.9%
BIYA vs PENG
+116.4%
-216.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -1.1% |
| 7D | -10.5% | -19.4% | +9.0% | -7.8% |
| 30D | -51.7% | -42.4% | -9.3% | -47.8% |
| 3M | -60.8% | -25.6% | -35.1% | -58.4% |
| 6M | -90.6% | +7.3% | -97.9% | -89.5% |
| YTD | -97.1% | +113.9% | -211.0% | -96.9% |
| 1Y | -99.1% | +93.6% | -192.6% | -99.0% |
| All | -99.9% | +116.4% | -216.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling