-99.8%
BIYA vs PENG
+167.8%
-267.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.1% |
| 7D | +1.3% | +4.5% | -3.2% | +1.1% |
| 30D | -21.0% | -7.1% | -13.9% | -20.7% |
| 3M | -74.3% | -27.3% | -47.1% | -71.9% |
| 6M | -84.6% | +169.6% | -254.2% | -84.3% |
| YTD | -94.2% | +164.6% | -258.8% | -94.0% |
| 1Y | -98.2% | +109.5% | -207.7% | -98.1% |
| All | -99.8% | +167.8% | -267.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling