+94.8%
BN vs PENG
+209.7%
-115.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.8% |
| 7D | -1.0% | +13.2% | -14.2% | -2.9% |
| 30D | +14.0% | -29.9% | +43.9% | +18.7% |
| 3M | -9.0% | -22.2% | +13.2% | -7.8% |
| 6M | -8.8% | -1.9% | -6.9% | -16.5% |
| YTD | -10.3% | +142.1% | -152.4% | -35.8% |
| 1Y | -5.8% | +151.5% | -157.3% | -33.4% |
| 3Y | +94.8% | +206.9% | -112.2% | +9.7% |
| All | +94.8% | +209.7% | -115.0% | +9.7% |
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