+43.8%
BLK vs PENG
+50.3%
-6.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +5.2% | -16.1% | +21.3% | +7.3% |
| 30D | +12.9% | -41.5% | +54.4% | +20.7% |
| 3M | +8.6% | -19.1% | +27.7% | +9.3% |
| 6M | +13.9% | +0.9% | +12.9% | +4.9% |
| YTD | +16.1% | +128.2% | -112.2% | -11.0% |
| 1Y | +15.3% | +98.6% | -83.3% | -9.3% |
| 3Y | +96.5% | +188.2% | -91.7% | +32.2% |
| 5Y | +43.8% | +55.5% | -11.7% | -4.3% |
| All | +43.8% | +50.3% | -6.5% | -4.3% |
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 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