+58.4%
BKR vs PENG
+735.0%
-676.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +6.3% | +34.6% | -28.3% | +0.8% |
| 30D | -13.0% | -35.9% | +22.9% | -7.4% |
| 3M | -23.6% | -14.7% | -8.9% | -23.3% |
| 6M | -24.5% | +13.5% | -38.0% | -30.0% |
| YTD | +9.0% | +156.1% | -147.2% | -14.1% |
| 1Y | +4.4% | +141.3% | -136.9% | -17.0% |
| 3Y | +51.4% | +223.4% | -172.0% | +8.0% |
| 5Y | +124.4% | +67.4% | +57.0% | +68.7% |
| All | +58.4% | +735.0% | -676.6% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling