+241.7%
BLK vs PENG
+751.0%
-509.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -2.7% | +7.3% | -10.0% | -3.9% |
| 30D | -4.8% | -7.5% | +2.7% | -3.8% |
| 3M | +6.5% | -17.2% | +23.7% | +6.5% |
| 6M | +13.1% | +176.7% | -163.6% | -12.8% |
| YTD | +1.8% | +161.0% | -159.2% | -21.0% |
| 1Y | -1.0% | +108.8% | -109.8% | -20.3% |
| 3Y | +66.0% | +109.8% | -43.8% | +22.3% |
| 5Y | +31.2% | +111.7% | -80.5% | -7.2% |
| All | +241.7% | +751.0% | -509.3% | +102.5% |
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 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