+85.3%
BKR vs PENG
+107.9%
-22.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +0.4% | +7.8% | -7.4% | -0.5% |
| 30D | +3.9% | -12.2% | +16.1% | +5.2% |
| 3M | -1.1% | -20.6% | +19.6% | +0.1% |
| 6M | +7.6% | +180.9% | -173.3% | -8.1% |
| YTD | +41.9% | +162.3% | -120.4% | +21.9% |
| 1Y | +42.2% | +107.3% | -65.0% | +25.2% |
| All | +85.3% | +107.9% | -22.6% | +55.3% |
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