-99.9%
BIYA vs PENG
+154.8%
-254.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -6.9% | +1.7% |
| 7D | +2.5% | +1.9% | +0.7% | +1.7% |
| 30D | -22.3% | -37.8% | +15.5% | -17.1% |
| 3M | -54.8% | -14.1% | -40.7% | -53.4% |
| 6M | -86.5% | +13.1% | -99.6% | -85.4% |
| YTD | -96.8% | +151.8% | -248.6% | -96.7% |
| 1Y | -98.6% | +136.0% | -234.6% | -98.5% |
| All | -99.9% | +154.8% | -254.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling