+39.2%
BKR vs PENG
+118.5%
-79.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.7% | -0.9% |
| 7D | +1.7% | +4.5% | -2.8% | +1.2% |
| 30D | +3.3% | -7.1% | +10.5% | +3.9% |
| 3M | -3.6% | -27.3% | +23.7% | -1.5% |
| 6M | +5.0% | +169.6% | -164.5% | -10.8% |
| YTD | +40.9% | +164.6% | -123.7% | +19.4% |
| 1Y | +39.2% | +109.5% | -70.2% | +20.9% |
| All | +39.2% | +118.5% | -79.3% | +20.9% |
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 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