+227.9%
BN vs PENG
+762.7%
-534.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.5% |
| 7D | -2.5% | +4.5% | -7.0% | -3.3% |
| 30D | -9.5% | -7.1% | -2.4% | -8.6% |
| 3M | -10.4% | -27.3% | +16.9% | -8.2% |
| 6M | -6.4% | +169.6% | -175.9% | -28.2% |
| YTD | -11.9% | +164.6% | -176.5% | -32.4% |
| 1Y | -8.6% | +109.5% | -118.1% | -27.0% |
| 3Y | +77.6% | +98.9% | -21.4% | +32.5% |
| 5Y | +37.0% | +116.3% | -79.2% | -2.8% |
| All | +227.9% | +762.7% | -534.8% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling