+104.2%
BN vs PENG
+191.6%
-87.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.4% | +2.5% |
| 7D | +3.6% | -3.8% | +7.4% | +3.3% |
| 30D | +15.9% | -40.1% | +55.9% | +23.8% |
| 3M | -2.3% | -21.8% | +19.4% | -1.2% |
| 6M | -8.4% | +3.3% | -11.7% | -17.5% |
| YTD | -5.9% | +133.6% | -139.5% | -32.2% |
| 1Y | -5.6% | +110.7% | -116.3% | -30.4% |
| 3Y | +104.2% | +204.3% | -100.0% | +16.8% |
| All | +104.2% | +191.6% | -87.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling