+33.6%
BN vs PENG
+66.2%
-32.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -0.3% | +34.6% | -34.9% | -5.9% |
| 30D | +13.6% | -35.9% | +49.5% | +21.3% |
| 3M | -6.7% | -14.7% | +8.0% | -6.9% |
| 6M | -9.0% | +13.5% | -22.5% | -19.9% |
| YTD | -8.8% | +156.1% | -164.9% | -36.1% |
| 1Y | -10.6% | +141.3% | -151.9% | -36.5% |
| 3Y | +98.8% | +223.4% | -124.7% | +21.0% |
| 5Y | +33.6% | +67.4% | -33.8% | -15.1% |
| All | +33.6% | +66.2% | -32.6% | -15.1% |
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