+35.5%
BN vs PENG
+56.2%
-20.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.4% | +2.1% |
| 7D | +3.6% | -3.8% | +7.4% | +3.2% |
| 30D | +15.9% | -40.1% | +55.9% | +25.4% |
| 3M | -2.3% | -21.8% | +19.4% | -1.0% |
| 6M | -8.4% | +3.3% | -11.7% | -17.9% |
| YTD | -5.9% | +133.6% | -139.5% | -32.8% |
| 1Y | -5.6% | +110.7% | -116.3% | -31.0% |
| 3Y | +104.2% | +204.3% | -100.0% | +25.8% |
| 5Y | +35.5% | +54.4% | -18.9% | -12.0% |
| All | +35.5% | +56.2% | -20.7% | -12.0% |
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