+127.1%
BKR vs PENG
+68.7%
+58.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -6.9% | +1.9% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | -11.6% | -37.8% | +26.1% | -6.7% |
| 3M | -23.4% | -14.1% | -9.3% | -23.2% |
| 6M | -22.9% | +13.1% | -36.0% | -27.4% |
| YTD | +10.2% | +151.8% | -141.6% | -9.3% |
| 1Y | +2.5% | +136.0% | -133.5% | -14.9% |
| 3Y | +53.1% | +217.9% | -164.8% | +16.5% |
| 5Y | +127.1% | +64.1% | +63.1% | +66.8% |
| All | +127.1% | +68.7% | +58.5% | +66.8% |
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 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