-4.7%
BN vs PENG
+120.5%
-125.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.1% | +15.2% | +6.7% |
| 7D | +12.0% | -20.5% | +32.5% | +13.9% |
| 30D | +17.0% | -20.4% | +37.4% | +18.5% |
| 3M | -3.2% | -16.4% | +13.2% | -3.0% |
| 6M | -3.9% | +49.2% | -53.1% | -21.9% |
| YTD | -5.6% | +147.2% | -152.8% | -35.4% |
| 1Y | -4.7% | +124.7% | -129.4% | -33.0% |
| All | -4.7% | +120.5% | -125.2% | -33.0% |
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