+245.4%
BN vs PENG
+644.0%
-398.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | +4.3% | -16.1% | +20.4% | +6.7% |
| 30D | +14.3% | -41.5% | +55.8% | +23.6% |
| 3M | -4.1% | -19.1% | +15.0% | -3.4% |
| 6M | -9.7% | +0.9% | -10.6% | -16.8% |
| YTD | -7.1% | +128.2% | -135.4% | -28.9% |
| 1Y | -7.4% | +98.6% | -106.0% | -27.2% |
| 3Y | +102.3% | +188.2% | -85.8% | +40.7% |
| 5Y | +35.9% | +55.5% | -19.6% | -0.2% |
| All | +245.4% | +644.0% | -398.6% | +102.8% |
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