+30.3%
BN vs PENG
+42.1%
-11.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -3.2% |
| 7D | +5.3% | -19.4% | +24.8% | +8.3% |
| 30D | +11.9% | -42.4% | +54.3% | +21.9% |
| 3M | -5.7% | -25.6% | +19.9% | -3.6% |
| 6M | -10.6% | +7.3% | -17.9% | -21.3% |
| YTD | -9.4% | +113.9% | -123.2% | -34.2% |
| 1Y | -8.8% | +93.6% | -102.4% | -32.3% |
| 3Y | +95.6% | +170.2% | -74.6% | +23.5% |
| All | +30.3% | +42.1% | -11.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling