-8.6%
BN vs PENG
+118.5%
-127.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.0% |
| 7D | -2.5% | +4.5% | -7.0% | -3.0% |
| 30D | -9.5% | -7.1% | -2.4% | -9.0% |
| 3M | -10.4% | -27.3% | +16.9% | -8.7% |
| 6M | -6.4% | +169.6% | -175.9% | -32.5% |
| YTD | -11.9% | +164.6% | -176.5% | -36.4% |
| 1Y | -8.6% | +109.5% | -118.1% | -35.3% |
| All | -8.6% | +118.5% | -127.1% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling