+33.1%
BLK vs PENG
+107.7%
-74.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | +7.8% | -10.7% | -4.1% |
| 30D | -3.6% | -12.2% | +8.6% | -1.9% |
| 3M | +10.1% | -20.6% | +30.7% | +10.9% |
| 6M | +15.3% | +180.9% | -165.7% | -12.5% |
| YTD | +3.5% | +162.3% | -158.8% | -20.6% |
| 1Y | +0.7% | +107.3% | -106.5% | -19.6% |
| 3Y | +68.7% | +110.8% | -42.1% | +21.8% |
| 5Y | +33.1% | +117.8% | -84.7% | -12.6% |
| All | +33.1% | +107.7% | -74.6% | -12.6% |
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