+179.2%
BKR vs PENG
+100.5%
+78.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -6.0% |
| 7D | -6.7% | 0.0% | -6.6% | -6.7% |
| 30D | -8.3% | -15.2% | +6.8% | -6.4% |
| 3M | -5.4% | -16.9% | +11.5% | -4.9% |
| 6M | +0.8% | +161.5% | -160.7% | -16.2% |
| YTD | +31.8% | +148.6% | -116.7% | +10.1% |
| 1Y | +28.6% | +89.6% | -61.0% | +11.3% |
| 3Y | +71.2% | +99.8% | -28.5% | +37.7% |
| 5Y | +179.2% | +100.9% | +78.3% | +111.5% |
| All | +179.2% | +100.5% | +78.7% | +111.5% |
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